+4.4%
PEP vs PRU
+42.1%
-37.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +2.9% | +3.6% | -0.7% | +2.3% |
| 30D | +12.5% | +8.9% | +3.6% | +11.0% |
| 3M | +4.5% | +0.2% | +4.4% | +4.4% |
| 6M | -0.5% | +23.7% | -24.2% | -3.6% |
| YTD | +4.4% | +13.7% | -9.3% | +2.2% |
| 1Y | +4.4% | +20.6% | -16.3% | +1.1% |
| 3Y | -3.4% | +56.3% | -59.7% | -12.1% |
| All | +4.4% | +42.1% | -37.7% | -2.7% |
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