+837.5%
PEG vs PRU
+785.9%
+51.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.1% |
| 7D | -2.3% | +2.4% | -4.7% | -2.8% |
| 30D | +1.2% | +6.1% | -4.9% | -0.2% |
| 3M | -2.4% | -0.7% | -1.6% | -2.4% |
| 6M | -6.9% | +22.1% | -28.9% | -11.1% |
| YTD | -7.2% | +9.8% | -17.0% | -9.6% |
| 1Y | -8.9% | +19.4% | -28.2% | -12.9% |
| 3Y | +27.1% | +50.4% | -23.2% | +14.4% |
| 5Y | +33.8% | +37.2% | -3.4% | +21.8% |
| 10Y | +150.2% | +119.5% | +30.6% | +94.8% |
| All | +837.5% | +785.9% | +51.6% | +322.2% |
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