+75.7%
PRU vs PENG
+597.2%
-521.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -4.4% |
| 7D | +2.4% | -19.4% | +21.8% | +4.7% |
| 30D | +6.1% | -42.4% | +48.5% | +13.3% |
| 3M | -0.7% | -25.6% | +24.9% | +1.0% |
| 6M | +22.1% | +7.3% | +14.8% | +11.9% |
| YTD | +9.8% | +113.9% | -104.1% | -12.1% |
| 1Y | +19.4% | +93.6% | -74.2% | -3.0% |
| 3Y | +50.4% | +170.2% | -119.9% | +8.2% |
| 5Y | +37.2% | +44.2% | -7.0% | +3.9% |
| All | +75.7% | +597.2% | -521.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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