+139.6%
PRU vs PFGC
+273.4%
-133.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | +1.9% | -2.4% | +4.3% | +2.8% |
| 30D | -0.4% | -15.8% | +15.3% | +5.4% |
| 3M | +16.4% | -0.6% | +17.0% | +16.4% |
| 6M | +26.0% | +10.7% | +15.4% | +21.0% |
| YTD | +9.9% | +7.6% | +2.3% | +5.9% |
| 1Y | +18.8% | -7.8% | +26.6% | +20.5% |
| 3Y | +45.3% | +63.7% | -18.4% | +20.5% |
| 5Y | +45.6% | +112.3% | -66.7% | +7.7% |
| 10Y | +139.6% | +286.7% | -147.1% | +69.1% |
| All | +139.6% | +273.4% | -133.8% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling