+271.4%
PNC vs PRU
+139.4%
+132.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +0.5% |
| 7D | +2.3% | +1.9% | +0.4% | +0.8% |
| 30D | -3.8% | -0.4% | -3.4% | -3.6% |
| 3M | +7.8% | +16.4% | -8.6% | -4.0% |
| 6M | +19.7% | +26.0% | -6.3% | +0.2% |
| YTD | +19.1% | +9.9% | +9.2% | +9.6% |
| 1Y | +23.1% | +18.8% | +4.4% | +6.7% |
| 3Y | +132.1% | +45.3% | +86.8% | +71.2% |
| 5Y | +52.2% | +45.6% | +6.7% | +11.9% |
| 10Y | +271.4% | +139.6% | +131.8% | +79.3% |
| All | +271.4% | +139.4% | +132.0% | +79.3% |
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