+37.0%
PRU vs PENG
+42.1%
-5.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -3.8% |
| 7D | +2.4% | -19.4% | +21.8% | +4.0% |
| 30D | +6.1% | -42.4% | +48.5% | +11.1% |
| 3M | -0.7% | -25.6% | +24.9% | +0.4% |
| 6M | +22.1% | +7.3% | +14.8% | +13.3% |
| YTD | +9.8% | +113.9% | -104.1% | -9.1% |
| 1Y | +19.4% | +93.6% | -74.2% | +0.1% |
| 3Y | +50.4% | +170.2% | -119.9% | +12.8% |
| All | +37.0% | +42.1% | -5.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling