+800.4%
PRU vs PFG
+862.7%
-62.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | +0.3% |
| 7D | +1.9% | +5.5% | -3.7% | -2.6% |
| 30D | +2.7% | +2.4% | +0.4% | +0.6% |
| 3M | +19.5% | +13.6% | +5.9% | +7.5% |
| 6M | +26.6% | +27.9% | -1.2% | +3.5% |
| YTD | +12.3% | +35.6% | -23.2% | -12.7% |
| 1Y | +18.0% | +48.5% | -30.4% | -14.9% |
| 3Y | +47.0% | +66.9% | -19.8% | -4.2% |
| 5Y | +48.4% | +111.0% | -62.5% | -20.9% |
| 10Y | +142.4% | +244.5% | -102.0% | -12.1% |
| All | +800.4% | +862.7% | -62.3% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling