-18.9%
PINS vs PRU
+71.4%
-90.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -5.0% |
| 7D | -0.7% | +4.8% | -5.4% | -3.0% |
| 30D | -1.2% | +7.9% | -9.1% | -5.1% |
| 3M | -15.3% | +3.1% | -18.4% | -16.6% |
| 6M | -11.2% | +25.2% | -36.4% | -21.1% |
| YTD | -23.6% | +12.7% | -36.3% | -28.4% |
| 1Y | -23.1% | +23.5% | -46.6% | -31.4% |
| 3Y | -36.0% | +50.6% | -86.6% | -48.4% |
| 5Y | -57.2% | +40.9% | -98.0% | -64.5% |
| All | -18.9% | +71.4% | -90.3% | -40.1% |
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