+19.4%
PRU vs PENG
+88.9%
-69.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -2.7% |
| 7D | +2.4% | -19.4% | +21.8% | +2.6% |
| 30D | +6.1% | -42.4% | +48.5% | +6.8% |
| 3M | -0.7% | -25.6% | +24.9% | -0.8% |
| 6M | +22.1% | +7.3% | +14.8% | +13.7% |
| YTD | +9.8% | +113.9% | -104.1% | -7.3% |
| 1Y | +19.4% | +93.6% | -74.2% | +1.2% |
| All | +19.4% | +88.9% | -69.6% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling