-16.4%
PINS vs PRU
+70.8%
-87.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -12.0% | +1.9% | -13.9% | -12.9% |
| 30D | -12.7% | +2.7% | -15.4% | -13.9% |
| 3M | -5.5% | +19.5% | -25.0% | -14.0% |
| 6M | +5.3% | +26.6% | -21.4% | -7.2% |
| YTD | -21.2% | +12.3% | -33.5% | -26.1% |
| 1Y | -45.0% | +18.0% | -63.1% | -49.9% |
| 3Y | -26.2% | +47.0% | -73.2% | -39.9% |
| 5Y | -64.0% | +48.4% | -112.4% | -70.8% |
| All | -16.4% | +70.8% | -87.2% | -38.2% |
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