+159.5%
PGR vs PRU
+43.4%
+116.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | -3.4% | -3.8% | +0.4% | -2.2% |
| 30D | +1.8% | -2.0% | +3.8% | +2.4% |
| 3M | +5.9% | +14.0% | -8.0% | +1.3% |
| 6M | +4.6% | +27.2% | -22.7% | -3.9% |
| YTD | +1.1% | +9.1% | -8.0% | -2.3% |
| 1Y | -6.6% | +18.1% | -24.6% | -12.3% |
| 3Y | +74.2% | +44.3% | +30.0% | +48.3% |
| 5Y | +159.5% | +45.7% | +113.8% | +118.7% |
| All | +159.5% | +43.4% | +116.1% | +118.7% |
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