-5.5%
PEP vs PRU
+46.4%
-51.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.6% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | +14.2% | +6.1% | +8.1% | +13.4% |
| 3M | +3.2% | -0.7% | +3.9% | +3.2% |
| 6M | -7.4% | +22.1% | -29.5% | -9.2% |
| YTD | +1.5% | +9.8% | -8.3% | +0.4% |
| 1Y | +3.9% | +19.4% | -15.5% | +1.7% |
| 3Y | -5.5% | +50.4% | -55.9% | -11.2% |
| All | -5.5% | +46.4% | -51.9% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling