+14.3%
PFE vs PRU
+46.4%
-32.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -3.7% | +2.4% | -6.1% | -4.3% |
| 30D | +5.0% | +6.1% | -1.2% | +3.3% |
| 3M | +12.2% | -0.7% | +12.9% | +12.3% |
| 6M | +14.6% | +22.1% | -7.5% | +8.3% |
| YTD | +24.1% | +9.8% | +14.3% | +20.4% |
| 1Y | +26.6% | +19.4% | +7.2% | +19.9% |
| 3Y | +14.3% | +50.4% | -36.1% | -5.1% |
| All | +14.3% | +46.4% | -32.1% | -5.1% |
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 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