+48.5%
PRU vs PEGA
-46.5%
+95.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +1.9% | +3.3% | -1.4% | +1.4% |
| 30D | +2.7% | +17.7% | -15.0% | 0.0% |
| 3M | +19.5% | +5.8% | +13.7% | +17.7% |
| 6M | +26.6% | -20.3% | +46.9% | +30.1% |
| YTD | +12.3% | -37.1% | +49.5% | +19.1% |
| 1Y | +18.0% | -30.2% | +48.2% | +22.5% |
| 3Y | +47.0% | +48.1% | -1.1% | +30.7% |
| All | +48.5% | -46.5% | +95.0% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling