+21.4%
PCG vs PRU
+806.6%
-785.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -13.9% | +1.9% | -15.7% | -14.1% |
| 30D | -16.9% | +2.7% | -19.6% | -17.3% |
| 3M | -14.7% | +19.5% | -34.2% | -17.9% |
| 6M | -23.8% | +26.6% | -50.5% | -27.6% |
| YTD | -10.5% | +12.3% | -22.8% | -13.0% |
| 1Y | -5.1% | +18.0% | -23.2% | -8.8% |
| 3Y | -11.6% | +47.0% | -58.6% | -19.3% |
| 5Y | +59.0% | +48.4% | +10.6% | +44.3% |
| 10Y | -75.7% | +142.4% | -218.2% | -80.5% |
| All | +21.4% | +806.6% | -785.1% | -49.7% |
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