+16.0%
PCG vs PRU
+38.4%
-22.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | 0.0% |
| 7D | 0.0% | +4.8% | -4.8% | -1.9% |
| 30D | +5.8% | +7.9% | -2.0% | +2.5% |
| 3M | -22.8% | +3.1% | -25.9% | -23.8% |
| 6M | -18.4% | +25.2% | -43.6% | -25.6% |
| YTD | -16.9% | +12.7% | -29.6% | -21.3% |
| 1Y | -17.6% | +23.5% | -41.1% | -25.2% |
| 3Y | -20.0% | +50.6% | -70.6% | -35.4% |
| 5Y | +16.0% | +40.9% | -24.8% | -3.8% |
| All | +16.0% | +38.4% | -22.4% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling