+18.8%
PRU vs PFG
+48.9%
-30.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | +1.9% | +6.0% | -4.1% | -1.8% |
| 30D | -0.4% | +2.2% | -2.6% | -1.8% |
| 3M | +16.4% | +10.4% | +6.1% | +9.4% |
| 6M | +26.0% | +27.8% | -1.7% | +8.2% |
| YTD | +9.9% | +33.6% | -23.7% | -8.4% |
| 1Y | +18.8% | +49.3% | -30.5% | -7.7% |
| All | +18.8% | +48.9% | -30.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling