+3.3%
PEP vs PRU
+39.8%
-36.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | +6.7% | +4.8% | +1.9% | +5.9% |
| 30D | +13.5% | +7.9% | +5.7% | +12.2% |
| 3M | +3.9% | +3.1% | +0.8% | +3.4% |
| 6M | -6.0% | +25.2% | -31.2% | -9.1% |
| YTD | +2.5% | +12.7% | -10.3% | +0.4% |
| 1Y | +3.9% | +23.5% | -19.5% | +0.4% |
| 3Y | -4.7% | +50.6% | -55.2% | -12.6% |
| All | +3.3% | +39.8% | -36.5% | -3.4% |
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