+97.7%
PRU vs PFG
+184.0%
-86.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | +3.6% | +2.4% | +1.2% | +1.5% |
| 30D | +8.9% | +5.9% | +3.0% | +3.7% |
| 3M | +0.2% | -0.4% | +0.6% | +0.3% |
| 6M | +23.7% | +14.8% | +8.9% | +9.2% |
| YTD | +13.7% | +31.9% | -18.2% | -11.6% |
| 1Y | +20.6% | +38.8% | -18.2% | -10.5% |
| 3Y | +56.3% | +82.4% | -26.1% | -9.9% |
| 5Y | +42.3% | +94.7% | -52.4% | -24.7% |
| All | +97.7% | +184.0% | -86.2% | -28.9% |
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