+48.5%
PRU vs PFG
+110.8%
-62.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | +0.2% |
| 7D | +1.9% | +5.5% | -3.7% | -2.5% |
| 30D | +2.7% | +2.4% | +0.4% | +0.7% |
| 3M | +19.5% | +13.6% | +5.9% | +7.7% |
| 6M | +26.6% | +27.9% | -1.2% | +3.8% |
| YTD | +12.3% | +35.6% | -23.2% | -12.4% |
| 1Y | +18.0% | +48.5% | -30.4% | -14.7% |
| 3Y | +47.0% | +66.9% | -19.8% | -4.1% |
| All | +48.5% | +110.8% | -62.3% | -22.5% |
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 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