+106.1%
PRU vs PFG
+203.0%
-96.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.0% | -1.7% | -1.1% |
| 7D | +3.2% | +2.3% | +0.9% | +1.2% |
| 30D | +7.9% | +7.6% | +0.3% | +1.4% |
| 3M | +1.8% | +2.5% | -0.7% | -0.7% |
| 6M | +24.1% | +16.6% | +7.5% | +8.1% |
| YTD | +12.4% | +34.1% | -21.7% | -13.9% |
| 1Y | +20.9% | +44.1% | -23.1% | -13.1% |
| 3Y | +55.5% | +86.3% | -30.8% | -12.1% |
| 5Y | +42.7% | +101.6% | -58.9% | -26.8% |
| 10Y | +106.1% | +197.9% | -91.7% | -28.5% |
| All | +106.1% | +203.0% | -96.9% | -28.5% |
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