+3.0%
PG vs PRU
+46.6%
-43.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +1.1% | +16.4% | -15.3% | -0.3% |
| 6M | -3.8% | +26.0% | -29.8% | -5.7% |
| YTD | +3.8% | +9.9% | -6.1% | +2.8% |
| 1Y | -5.8% | +18.8% | -24.5% | -7.4% |
| 3Y | +3.0% | +45.3% | -42.3% | -2.4% |
| All | +3.0% | +46.6% | -43.6% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling