+17.0%
PG vs PRU
+27.9%
-10.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.6% | -3.3% | +1.9% |
| 7D | +5.7% | +9.8% | -4.0% | +3.8% |
| 30D | +15.4% | +11.6% | +3.8% | +13.1% |
| 3M | +13.8% | +3.7% | +10.1% | +12.5% |
| 6M | +18.3% | +33.0% | -14.6% | +14.8% |
| YTD | +20.1% | +16.6% | +3.6% | +16.5% |
| 1Y | +17.0% | +26.9% | -9.9% | +8.9% |
| All | +17.0% | +27.9% | -10.9% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling