+217.8%
PNC vs PRU
+115.4%
+102.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.3% | +0.9% |
| 7D | -0.2% | +3.2% | -3.3% | -2.6% |
| 30D | +6.5% | +7.9% | -1.4% | +0.3% |
| 3M | -7.6% | +1.8% | -9.4% | -9.1% |
| 6M | +8.5% | +24.1% | -15.6% | -8.1% |
| YTD | +14.5% | +12.4% | +2.1% | +3.2% |
| 1Y | +29.7% | +20.9% | +8.8% | +10.7% |
| 3Y | +115.7% | +55.5% | +60.2% | +50.6% |
| 5Y | +34.6% | +42.7% | -8.0% | +0.1% |
| 10Y | +217.8% | +106.1% | +111.7% | +57.5% |
| All | +217.8% | +115.4% | +102.4% | +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