+3,316.2%
PGR vs PRU
+786.9%
+2,529.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.1% |
| 7D | -2.6% | +1.9% | -4.5% | -3.2% |
| 30D | -0.2% | -0.4% | +0.2% | -0.1% |
| 3M | +7.4% | +16.4% | -9.1% | +2.0% |
| 6M | +2.1% | +26.0% | -23.9% | -5.7% |
| YTD | +0.5% | +9.9% | -9.4% | -3.3% |
| 1Y | -6.9% | +18.8% | -25.7% | -12.8% |
| 3Y | +73.2% | +45.4% | +27.8% | +49.5% |
| 5Y | +154.8% | +45.6% | +109.2% | +116.9% |
| 10Y | +786.4% | +139.6% | +646.8% | +488.6% |
| All | +3,316.2% | +786.9% | +2,529.2% | +926.6% |
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