+162.4%
PRU vs PFGC
+419.1%
-256.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +1.9% | -2.2% | +4.1% | +2.6% |
| 30D | +2.7% | -11.9% | +14.7% | +6.9% |
| 3M | +19.5% | +5.0% | +14.5% | +17.3% |
| 6M | +26.6% | +8.6% | +18.0% | +22.5% |
| YTD | +12.3% | +9.7% | +2.7% | +7.7% |
| 1Y | +18.0% | -6.3% | +24.3% | +19.1% |
| 3Y | +47.0% | +58.2% | -11.2% | +24.0% |
| 5Y | +48.4% | +110.4% | -62.0% | +11.3% |
| 10Y | +142.4% | +272.8% | -130.3% | +67.2% |
| All | +162.4% | +419.1% | -256.7% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling