+73.8%
PEP vs PRU
+142.7%
-68.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.4% | +1.9% | -3.3% | -1.8% |
| 30D | +0.2% | +2.7% | -2.5% | -0.4% |
| 3M | -1.1% | +19.5% | -20.6% | -4.9% |
| 6M | -13.5% | +26.6% | -40.1% | -18.0% |
| YTD | -1.2% | +12.3% | -13.5% | -4.1% |
| 1Y | -1.6% | +18.0% | -19.6% | -5.7% |
| 3Y | -12.5% | +47.0% | -59.5% | -21.7% |
| 5Y | +3.0% | +48.4% | -45.4% | -9.4% |
| All | +73.8% | +142.7% | -68.8% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling