+827.5%
PNC vs PRU
+806.6%
+20.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +1.4% | +1.9% | -0.5% | +0.3% |
| 30D | -3.8% | +2.7% | -6.5% | -5.4% |
| 3M | +9.0% | +19.5% | -10.4% | -2.0% |
| 6M | +16.6% | +26.6% | -10.0% | +1.1% |
| YTD | +20.4% | +12.3% | +8.1% | +11.4% |
| 1Y | +22.3% | +18.0% | +4.3% | +9.9% |
| 3Y | +124.5% | +47.0% | +77.5% | +77.1% |
| 5Y | +54.1% | +48.4% | +5.6% | +21.5% |
| 10Y | +276.3% | +142.4% | +133.8% | +119.2% |
| All | +827.5% | +806.6% | +20.9% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling