+18.8%
PRU vs PFGC
-8.4%
+27.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | +1.9% | -2.4% | +4.3% | +2.4% |
| 30D | -0.4% | -15.8% | +15.3% | +2.8% |
| 3M | +16.4% | -0.6% | +17.0% | +16.7% |
| 6M | +26.0% | +10.7% | +15.4% | +23.6% |
| YTD | +9.9% | +7.6% | +2.3% | +8.0% |
| 1Y | +18.8% | -7.8% | +26.6% | +23.7% |
| All | +18.8% | -8.4% | +27.2% | +23.7% |
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