+14.3%
PCG vs PRU
+840.8%
-826.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.8% | -0.6% |
| 7D | +1.9% | +9.8% | -7.9% | -0.1% |
| 30D | +8.5% | +11.6% | -3.1% | +5.9% |
| 3M | -22.9% | +3.7% | -26.6% | -23.5% |
| 6M | -16.8% | +33.0% | -49.7% | -21.8% |
| YTD | -15.8% | +16.6% | -32.4% | -18.9% |
| 1Y | -16.0% | +26.9% | -42.9% | -20.6% |
| 3Y | -18.9% | +55.7% | -74.7% | -27.0% |
| 5Y | +17.4% | +44.5% | -27.1% | +6.9% |
| 10Y | -76.4% | +133.1% | -209.5% | -81.0% |
| All | +14.3% | +840.8% | -826.6% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling