+79.8%
PRU vs PENG
+762.7%
-682.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -2.0% |
| 7D | +1.9% | +4.5% | -2.7% | +1.1% |
| 30D | +2.7% | -7.1% | +9.8% | +3.6% |
| 3M | +19.5% | -27.3% | +46.7% | +21.6% |
| 6M | +26.6% | +169.6% | -142.9% | +0.8% |
| YTD | +12.3% | +164.6% | -152.3% | -10.7% |
| 1Y | +18.0% | +109.5% | -91.4% | -3.1% |
| 3Y | +47.0% | +98.9% | -51.9% | +12.3% |
| 5Y | +48.4% | +116.3% | -67.8% | +6.7% |
| All | +79.8% | +762.7% | -682.9% | +13.7% |
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