+468.0%
PEP vs PRU
+806.6%
-338.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 6M | -13.5% | +26.6% | -40.1% | -16.8% |
| YTD | -1.2% | +12.3% | -13.5% | -3.3% |
| 1Y | -1.6% | +18.0% | -19.6% | -4.5% |
| 3Y | -12.5% | +47.0% | -59.5% | -18.9% |
| 5Y | +3.0% | +48.4% | -45.4% | -5.5% |
| 10Y | +73.9% | +142.4% | -68.5% | +41.5% |
| All | +468.0% | +806.6% | -338.6% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling