-19.1%
PCG vs PRU
+22.1%
-41.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.5% | +3.8% | -4.2% | -1.0% |
| 30D | +0.8% | +9.0% | -8.3% | -0.4% |
| 3M | -22.0% | +2.1% | -24.2% | -22.2% |
| 6M | -17.1% | +25.4% | -42.5% | -17.8% |
| YTD | -16.9% | +13.5% | -30.4% | -17.8% |
| 1Y | -19.1% | +21.3% | -40.4% | -20.9% |
| All | -19.1% | +22.1% | -41.1% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling