+203.7%
PNC vs PRU
+107.2%
+96.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.8% |
| 7D | +0.8% | +3.8% | -3.0% | -2.1% |
| 30D | +6.5% | +9.0% | -2.5% | -0.4% |
| 3M | -7.3% | +2.1% | -9.4% | -9.1% |
| 6M | +8.5% | +25.4% | -16.9% | -8.8% |
| YTD | +14.5% | +13.5% | +0.9% | +2.4% |
| 1Y | +29.1% | +21.3% | +7.7% | +9.9% |
| 3Y | +113.7% | +55.1% | +58.6% | +49.6% |
| 5Y | +35.7% | +43.6% | -7.9% | +0.4% |
| 10Y | +203.7% | +99.2% | +104.4% | +57.5% |
| All | +203.7% | +107.2% | +96.4% | +57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling