+116.1%
PG vs PRU
+140.2%
-24.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | +0.8% | -1.7% | +2.6% | +1.1% |
| 3M | -1.3% | +13.2% | -14.6% | -3.7% |
| 6M | -3.8% | +28.8% | -32.6% | -8.4% |
| YTD | +3.6% | +9.8% | -6.2% | +1.5% |
| 1Y | -5.7% | +17.4% | -23.1% | -9.0% |
| 3Y | +1.6% | +44.9% | -43.3% | -7.4% |
| 5Y | +14.6% | +46.6% | -32.0% | +2.9% |
| All | +116.1% | +140.2% | -24.1% | +64.4% |
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