+134.6%
PRU vs PFG
+239.8%
-105.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.7% |
| 7D | -1.9% | +3.2% | -5.1% | -4.7% |
| 30D | -2.6% | +0.9% | -3.5% | -3.6% |
| 3M | +14.7% | +7.7% | +7.0% | +7.1% |
| 6M | +25.7% | +29.0% | -3.3% | +0.1% |
| YTD | +8.3% | +32.5% | -24.2% | -16.1% |
| 1Y | +17.3% | +47.3% | -30.0% | -17.5% |
| 3Y | +43.2% | +68.2% | -25.1% | -11.5% |
| 5Y | +43.5% | +108.5% | -65.0% | -28.6% |
| 10Y | +134.6% | +241.4% | -106.8% | -27.7% |
| All | +134.6% | +239.8% | -105.2% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling