+37.0%
PRU vs PEGA
-45.3%
+82.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.1% |
| 7D | +2.4% | -4.5% | +6.9% | +3.1% |
| 30D | +6.1% | -5.7% | +11.8% | +7.0% |
| 3M | -0.7% | +2.6% | -3.3% | -1.4% |
| 6M | +22.1% | -10.6% | +32.7% | +23.1% |
| YTD | +9.8% | -45.5% | +55.3% | +18.7% |
| 1Y | +19.4% | -44.8% | +64.1% | +28.6% |
| 3Y | +50.4% | +45.5% | +4.8% | +34.0% |
| All | +37.0% | -45.3% | +82.3% | +38.4% |
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