+2,768.5%
PCAR vs PRU
+809.8%
+1,958.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.1% |
| 7D | +2.2% | +4.8% | -2.6% | +0.1% |
| 30D | -4.4% | +7.9% | -12.3% | -7.5% |
| 3M | -21.4% | +3.1% | -24.5% | -22.6% |
| 6M | -7.3% | +25.2% | -32.6% | -16.1% |
| YTD | -3.8% | +12.7% | -16.5% | -9.4% |
| 1Y | +6.3% | +23.5% | -17.2% | -3.7% |
| 3Y | +34.4% | +50.6% | -16.2% | +10.8% |
| 5Y | +109.2% | +40.9% | +68.4% | +75.9% |
| 10Y | +312.9% | +125.5% | +187.4% | +164.0% |
| All | +2,768.5% | +809.8% | +1,958.7% | +540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling