+86.6%
PRU vs PENG
+705.8%
-619.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -9.1% | +15.7% | +7.9% |
| 7D | +9.8% | -20.5% | +30.2% | +13.0% |
| 30D | +11.6% | -20.4% | +31.9% | +13.9% |
| 3M | +3.7% | -16.4% | +20.1% | +4.3% |
| 6M | +33.0% | +49.2% | -16.3% | +16.0% |
| YTD | +16.6% | +147.2% | -130.6% | -8.1% |
| 1Y | +26.9% | +124.7% | -97.7% | +1.5% |
| 3Y | +55.7% | +230.3% | -174.5% | +9.0% |
| 5Y | +44.5% | +71.4% | -26.9% | +7.1% |
| All | +86.6% | +705.8% | -619.3% | +17.0% |
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