+37.2%
PEG vs PRU
+48.6%
-11.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +0.7% | +1.9% | -1.2% | +0.1% |
| 30D | -2.4% | +2.7% | -5.2% | -3.2% |
| 3M | -4.8% | +19.5% | -24.3% | -9.7% |
| 6M | -10.7% | +26.6% | -37.3% | -16.9% |
| YTD | -6.7% | +12.3% | -19.0% | -10.2% |
| 1Y | -6.8% | +18.0% | -24.9% | -11.9% |
| 3Y | +34.5% | +47.0% | -12.5% | +16.0% |
| All | +37.2% | +48.6% | -11.4% | +17.4% |
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