+137.1%
PNC vs PRU
+50.2%
+86.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.8% |
| 7D | +1.4% | +1.9% | -0.5% | +0.1% |
| 30D | -3.8% | +2.7% | -6.5% | -5.6% |
| 3M | +9.0% | +19.5% | -10.4% | -3.8% |
| 6M | +16.6% | +26.6% | -10.0% | -1.6% |
| YTD | +20.4% | +12.3% | +8.1% | +10.0% |
| 1Y | +22.3% | +18.0% | +4.3% | +7.4% |
| All | +137.1% | +50.2% | +86.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling