+723.1%
PG vs PRU
+817.9%
-94.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +2.7% | +3.6% | -1.0% | +2.1% |
| 30D | +9.2% | +8.9% | +0.3% | +7.7% |
| 3M | +18.5% | +0.2% | +18.3% | +18.4% |
| 6M | +21.1% | +23.7% | -2.7% | +16.9% |
| YTD | +21.9% | +13.7% | +8.2% | +19.0% |
| 1Y | +18.1% | +20.6% | -2.5% | +14.2% |
| 3Y | +20.6% | +56.3% | -35.8% | +10.6% |
| 5Y | +31.8% | +42.3% | -10.5% | +21.6% |
| 10Y | +166.5% | +99.3% | +67.2% | +121.8% |
| All | +723.1% | +817.9% | -94.9% | +367.2% |
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