+56.3%
PRU vs PFGC
+82.6%
-26.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +3.6% | +3.4% | +0.2% | +2.2% |
| 30D | +8.9% | +16.9% | -8.1% | +2.3% |
| 3M | +0.2% | +6.4% | -6.2% | -2.5% |
| 6M | +23.7% | +16.0% | +7.7% | +15.8% |
| YTD | +13.7% | +23.6% | -9.9% | +2.4% |
| 1Y | +20.6% | +16.6% | +4.0% | +11.7% |
| 3Y | +56.3% | +82.3% | -25.9% | +16.8% |
| All | +56.3% | +82.6% | -26.3% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling