+19.6%
PRU vs PNR
-36.2%
+55.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | +7.9% | +29.3% | -21.3% | +3.2% |
| 3M | +0.9% | +4.1% | -3.2% | +0.3% |
| 6M | +22.4% | -8.6% | +31.0% | +23.9% |
| YTD | +12.7% | -33.6% | +46.3% | +24.2% |
| 1Y | +19.6% | -36.4% | +55.9% | +35.1% |
| All | +19.6% | -36.2% | +55.8% | +35.1% |
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