-76.2%
PCG vs PRU
+107.2%
-183.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -0.5% | +3.8% | -4.2% | -2.1% |
| 30D | +0.8% | +9.0% | -8.3% | -3.1% |
| 3M | -22.0% | +2.1% | -24.2% | -22.9% |
| 6M | -17.1% | +25.4% | -42.5% | -25.0% |
| YTD | -16.9% | +13.5% | -30.4% | -22.0% |
| 1Y | -19.1% | +21.3% | -40.4% | -26.4% |
| 3Y | -19.4% | +55.1% | -74.6% | -35.5% |
| 5Y | +9.0% | +43.6% | -34.6% | -11.2% |
| 10Y | -76.2% | +99.2% | -175.4% | -84.2% |
| All | -76.2% | +107.2% | -183.4% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling