+168.3%
PG vs PRU
+99.2%
+69.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +2.7% | +3.6% | -1.0% | +1.9% |
| 30D | +9.2% | +8.9% | +0.3% | +7.4% |
| 3M | +18.5% | +0.2% | +18.3% | +18.3% |
| 6M | +21.1% | +23.7% | -2.7% | +16.0% |
| YTD | +21.9% | +13.7% | +8.2% | +18.4% |
| 1Y | +18.1% | +20.6% | -2.5% | +13.4% |
| 3Y | +20.6% | +56.3% | -35.8% | +8.1% |
| 5Y | +31.8% | +42.3% | -10.5% | +19.1% |
| All | +168.3% | +99.2% | +69.1% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling