+12.8%
PCG vs PRU
+809.8%
-797.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.6% |
| 7D | 0.0% | +4.8% | -4.8% | -1.0% |
| 30D | +5.8% | +7.9% | -2.0% | +4.0% |
| 3M | -22.8% | +3.1% | -25.9% | -23.3% |
| 6M | -18.4% | +25.2% | -43.6% | -22.3% |
| YTD | -16.9% | +12.7% | -29.6% | -19.3% |
| 1Y | -17.6% | +23.5% | -41.1% | -21.7% |
| 3Y | -20.0% | +50.6% | -70.6% | -27.4% |
| 5Y | +16.0% | +40.9% | -24.8% | +6.3% |
| 10Y | -76.7% | +125.5% | -202.1% | -81.1% |
| All | +12.8% | +809.8% | -797.0% | -53.3% |
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