+139.6%
PRU vs PEGA
+175.4%
-35.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.1% |
| 7D | +1.9% | -2.4% | +4.3% | +2.5% |
| 30D | -0.4% | +9.6% | -10.1% | -2.9% |
| 3M | +16.4% | +2.3% | +14.1% | +14.6% |
| 6M | +26.0% | -23.9% | +49.9% | +33.0% |
| YTD | +9.9% | -39.8% | +49.7% | +21.8% |
| 1Y | +18.8% | -37.4% | +56.2% | +29.4% |
| 3Y | +45.3% | +53.1% | -7.8% | +15.0% |
| 5Y | +45.6% | -47.2% | +92.8% | +61.0% |
| 10Y | +139.6% | +174.3% | -34.7% | +48.4% |
| All | +139.6% | +175.4% | -35.8% | +48.4% |
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