+26.9%
PRU vs PFGC
+12.5%
+14.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +13.5% | -7.0% | +3.4% |
| 7D | +9.8% | +13.9% | -4.1% | +6.4% |
| 30D | +11.6% | +18.4% | -6.8% | +7.6% |
| 3M | +3.7% | -2.5% | +6.2% | +3.2% |
| 6M | +33.0% | +26.0% | +6.9% | +27.3% |
| YTD | +16.6% | +21.9% | -5.3% | +12.2% |
| 1Y | +26.9% | +13.4% | +13.6% | +24.5% |
| All | +26.9% | +12.5% | +14.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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