+17.4%
PRU vs PNR
-47.6%
+64.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.3% | -6.0% | +3.8% | -1.1% |
| 30D | -1.7% | -14.0% | +12.2% | +1.2% |
| 3M | +13.2% | -21.7% | +34.9% | +17.9% |
| 6M | +28.8% | -37.3% | +66.0% | +41.1% |
| YTD | +9.8% | -45.1% | +54.9% | +26.0% |
| 1Y | +17.4% | -49.1% | +66.5% | +36.9% |
| All | +17.4% | -47.6% | +64.9% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling