+140.4%
PEG vs PRU
+139.4%
+1.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | -1.9% | -0.4% | -1.4% | -1.8% |
| 3M | -3.7% | +16.4% | -20.1% | -7.9% |
| 6M | -9.4% | +26.0% | -35.5% | -15.5% |
| YTD | -6.0% | +9.9% | -15.9% | -9.0% |
| 1Y | -4.4% | +18.8% | -23.1% | -9.7% |
| 3Y | +33.5% | +45.3% | -11.8% | +17.2% |
| 5Y | +35.7% | +45.6% | -9.8% | +17.4% |
| 10Y | +140.4% | +139.6% | +0.8% | +64.7% |
| All | +140.4% | +139.4% | +1.0% | +64.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling