+14.1%
PCG vs PRU
+36.1%
-22.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -0.9% |
| 7D | -1.6% | +2.4% | -4.0% | -2.6% |
| 30D | +1.4% | +6.1% | -4.7% | -1.1% |
| 3M | -23.4% | -0.7% | -22.7% | -23.3% |
| 6M | -19.4% | +22.1% | -41.4% | -25.7% |
| YTD | -18.5% | +9.8% | -28.3% | -22.0% |
| 1Y | -19.5% | +19.4% | -38.9% | -25.9% |
| 3Y | -21.0% | +50.4% | -71.4% | -36.3% |
| All | +14.1% | +36.1% | -22.0% | -4.5% |
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