+38.1%
PEG vs PRU
+36.1%
+2.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.1% |
| 7D | -2.3% | +2.4% | -4.7% | -3.0% |
| 30D | +1.2% | +6.1% | -4.9% | -0.6% |
| 3M | -2.4% | -0.7% | -1.6% | -2.4% |
| 6M | -6.9% | +22.1% | -28.9% | -12.5% |
| YTD | -7.2% | +9.8% | -17.0% | -10.4% |
| 1Y | -8.9% | +19.4% | -28.2% | -14.4% |
| 3Y | +27.1% | +50.4% | -23.2% | +7.9% |
| All | +38.1% | +36.1% | +2.0% | +19.6% |
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