+30.3%
PG vs PRU
+43.3%
-13.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.2% | -2.8% | +3.0% | +0.6% |
| 30D | +10.2% | +8.5% | +1.7% | +8.8% |
| 3M | +16.2% | +1.7% | +14.5% | +15.8% |
| 6M | +18.6% | +24.8% | -6.1% | +14.8% |
| YTD | +20.4% | +13.3% | +7.1% | +17.9% |
| 1Y | +16.2% | +21.4% | -5.2% | +12.6% |
| 3Y | +19.9% | +54.8% | -34.9% | +9.4% |
| 5Y | +30.3% | +42.4% | -12.1% | +21.0% |
| All | +30.3% | +43.3% | -13.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling