+106.1%
PRU vs PEGA
+99.2%
+7.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +3.3% |
| 7D | +3.2% | -10.0% | +13.1% | +5.8% |
| 30D | +7.9% | -12.7% | +20.6% | +11.4% |
| 3M | +1.8% | -4.6% | +6.4% | +2.4% |
| 6M | +24.1% | -13.1% | +37.2% | +26.5% |
| YTD | +12.4% | -47.6% | +59.9% | +28.5% |
| 1Y | +20.9% | -47.0% | +67.9% | +37.6% |
| 3Y | +55.5% | +42.0% | +13.5% | +24.5% |
| 5Y | +42.7% | -47.8% | +90.5% | +54.8% |
| 10Y | +106.1% | +92.0% | +14.2% | +44.2% |
| All | +106.1% | +99.2% | +7.0% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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