+605.2%
PG vs PRU
+806.6%
-201.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | +1.9% | +1.9% | 0.0% | +1.5% |
| 30D | -0.2% | +2.7% | -3.0% | -0.7% |
| 3M | +4.8% | +19.5% | -14.7% | +1.8% |
| 6M | -6.1% | +26.6% | -32.7% | -9.7% |
| YTD | +4.5% | +12.3% | -7.9% | +2.2% |
| 1Y | -5.3% | +18.0% | -23.4% | -8.2% |
| 3Y | +2.6% | +47.0% | -44.5% | -5.0% |
| 5Y | +15.6% | +48.4% | -32.8% | +5.8% |
| 10Y | +118.0% | +142.4% | -24.4% | +75.9% |
| All | +605.2% | +806.6% | -201.4% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling