+80.4%
PRU vs PENG
+520.3%
-439.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.0% | +19.7% | +0.1% |
| 7D | +4.8% | -36.7% | +41.5% | +11.1% |
| 30D | +7.9% | -42.0% | +49.9% | +14.9% |
| 3M | +3.1% | -33.2% | +36.3% | +6.7% |
| 6M | +25.2% | +2.1% | +23.1% | +15.5% |
| YTD | +12.7% | +90.3% | -77.5% | -8.0% |
| 1Y | +23.5% | +67.7% | -44.2% | +2.7% |
| 3Y | +50.6% | +154.2% | -103.6% | +9.1% |
| 5Y | +40.9% | +28.3% | +12.6% | +8.7% |
| All | +80.4% | +520.3% | -439.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling