-19.5%
PCG vs PRU
+19.8%
-39.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.6% |
| 7D | -1.6% | +2.4% | -4.0% | -1.9% |
| 30D | +1.4% | +6.1% | -4.7% | +0.6% |
| 3M | -23.4% | -0.7% | -22.7% | -23.1% |
| 6M | -19.4% | +22.1% | -41.4% | -19.7% |
| YTD | -18.5% | +9.8% | -28.3% | -18.9% |
| 1Y | -19.5% | +19.4% | -38.9% | -21.1% |
| All | -19.5% | +19.8% | -39.3% | -21.1% |
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