+55.1%
PRU vs PENG
+191.8%
-136.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +3.8% | -16.1% | +19.9% | +4.6% |
| 30D | +9.0% | -41.5% | +50.5% | +12.3% |
| 3M | +2.1% | -19.1% | +21.2% | +2.3% |
| 6M | +25.4% | +0.9% | +24.5% | +18.8% |
| YTD | +13.5% | +128.2% | -114.7% | -4.2% |
| 1Y | +21.3% | +98.6% | -77.2% | +4.0% |
| 3Y | +55.1% | +188.2% | -133.1% | +15.1% |
| All | +55.1% | +191.8% | -136.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling