+116.1%
PNC vs PRU
+56.8%
+59.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | +3.1% | +3.6% | -0.5% | +0.7% |
| 30D | +7.6% | +8.9% | -1.2% | +1.5% |
| 3M | -8.1% | +0.2% | -8.3% | -8.5% |
| 6M | +12.6% | +23.7% | -11.1% | -2.9% |
| YTD | +15.0% | +13.7% | +1.2% | +4.1% |
| 1Y | +30.4% | +20.6% | +9.8% | +12.9% |
| 3Y | +116.1% | +56.3% | +59.8% | +41.8% |
| All | +116.1% | +56.8% | +59.4% | +41.8% |
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