+12.6%
PG vs PRU
+43.7%
-31.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -3.4% | -1.9% | -1.5% | -3.1% |
| 30D | -2.6% | -2.6% | 0.0% | -2.2% |
| 3M | -3.3% | +14.7% | -18.0% | -5.2% |
| 6M | -6.7% | +25.7% | -32.4% | -9.7% |
| YTD | +1.7% | +8.3% | -6.5% | +0.4% |
| 1Y | -7.9% | +17.3% | -25.2% | -10.3% |
| 3Y | +0.9% | +43.2% | -42.2% | -6.6% |
| 5Y | +12.6% | +43.5% | -30.9% | +4.0% |
| All | +12.6% | +43.7% | -31.1% | +4.0% |
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