+103.3%
PFE vs PRU
+806.6%
-703.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | +1.9% | -0.1% | +1.3% |
| 30D | +10.2% | +2.7% | +7.5% | +9.5% |
| 3M | +12.7% | +19.5% | -6.8% | +7.9% |
| 6M | +10.5% | +26.6% | -16.1% | +4.3% |
| YTD | +20.2% | +12.3% | +7.8% | +16.4% |
| 1Y | +24.1% | +18.0% | +6.0% | +18.7% |
| 3Y | -3.6% | +47.0% | -50.6% | -13.2% |
| 5Y | -20.9% | +48.4% | -69.3% | -30.0% |
| 10Y | +35.8% | +142.4% | -106.6% | +1.5% |
| All | +103.3% | +806.6% | -703.2% | -21.8% |
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