+4.7%
PEP vs PRU
+48.6%
-43.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.7% |
| 30D | +0.2% | +2.7% | -2.5% | -0.2% |
| 3M | -1.1% | +19.5% | -20.6% | -3.6% |
| 6M | -13.5% | +26.6% | -40.1% | -16.4% |
| YTD | -1.2% | +12.3% | -13.5% | -3.0% |
| 1Y | -1.6% | +18.0% | -19.6% | -4.2% |
| 3Y | -12.5% | +47.0% | -59.5% | -19.4% |
| All | +4.7% | +48.6% | -43.8% | -3.2% |
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 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