+37.0%
PRU vs PFG
+91.4%
-54.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.3% |
| 7D | +2.4% | -0.6% | +3.0% | +3.0% |
| 30D | +6.1% | +2.0% | +4.1% | +4.6% |
| 3M | -0.7% | -3.2% | +2.4% | +1.6% |
| 6M | +22.1% | +10.9% | +11.1% | +12.1% |
| YTD | +9.8% | +28.8% | -19.1% | -11.0% |
| 1Y | +19.4% | +39.2% | -19.8% | -9.1% |
| 3Y | +50.4% | +75.0% | -24.7% | -5.6% |
| All | +37.0% | +91.4% | -54.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling