+800.4%
PRU vs PEGA
+3,636.4%
-2,836.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +1.9% | +3.3% | -1.4% | +1.1% |
| 30D | +2.7% | +17.7% | -15.0% | -1.4% |
| 3M | +19.5% | +5.8% | +13.7% | +16.7% |
| 6M | +26.6% | -20.3% | +46.9% | +31.7% |
| YTD | +12.3% | -37.1% | +49.5% | +22.4% |
| 1Y | +18.0% | -30.2% | +48.2% | +24.6% |
| 3Y | +47.0% | +48.1% | -1.1% | +21.8% |
| 5Y | +48.4% | -46.8% | +95.2% | +50.0% |
| 10Y | +142.4% | +191.3% | -48.9% | +57.8% |
| All | +800.4% | +3,636.4% | -2,836.0% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling