-2.5%
PFE vs PRU
+47.2%
-49.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | +1.9% | -0.1% | +1.2% |
| 30D | +10.2% | +2.7% | +7.5% | +9.3% |
| 3M | +12.7% | +19.5% | -6.8% | +6.9% |
| 6M | +10.5% | +26.6% | -16.1% | +3.0% |
| YTD | +20.2% | +12.3% | +7.8% | +15.7% |
| 1Y | +24.1% | +18.0% | +6.0% | +17.5% |
| All | -2.5% | +47.2% | -49.6% | -19.2% |
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