+113.5%
PFE vs PRU
+809.8%
-696.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.2% |
| 7D | -0.2% | +4.8% | -5.0% | -1.3% |
| 30D | +8.7% | +7.9% | +0.8% | +6.7% |
| 3M | +15.8% | +3.1% | +12.7% | +14.8% |
| 6M | +16.8% | +25.2% | -8.4% | +10.6% |
| YTD | +26.2% | +12.7% | +13.4% | +22.1% |
| 1Y | +29.9% | +23.5% | +6.5% | +23.0% |
| 3Y | +15.9% | +50.6% | -34.7% | +3.8% |
| 5Y | -20.6% | +40.9% | -61.5% | -28.8% |
| 10Y | +65.4% | +125.5% | -60.1% | +25.5% |
| All | +113.5% | +809.8% | -696.3% | -18.0% |
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