+136.2%
PRU vs PNR
+66.2%
+70.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -2.3% | -6.0% | +3.8% | +1.6% |
| 30D | -1.7% | -14.0% | +12.2% | +7.8% |
| 3M | +13.2% | -21.7% | +34.9% | +29.4% |
| 6M | +28.8% | -37.3% | +66.0% | +68.1% |
| YTD | +9.8% | -45.1% | +54.9% | +55.4% |
| 1Y | +17.4% | -49.1% | +66.5% | +74.6% |
| 3Y | +44.9% | -14.8% | +59.8% | +45.5% |
| 5Y | +46.6% | -21.0% | +67.7% | +51.2% |
| All | +136.2% | +66.2% | +70.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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