+42.4%
PRU vs PNR
+0.4%
+41.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.8% | -3.7% | +0.9% | -1.2% |
| 30D | +8.5% | +33.1% | -24.6% | -4.3% |
| 3M | +1.7% | +3.7% | -1.9% | -0.2% |
| 6M | +24.8% | -7.7% | +32.5% | +27.3% |
| YTD | +13.3% | -32.4% | +45.7% | +32.8% |
| 1Y | +21.4% | -35.0% | +56.4% | +45.1% |
| 3Y | +54.8% | +17.1% | +37.7% | +36.4% |
| 5Y | +42.4% | +0.1% | +42.2% | +23.0% |
| All | +42.4% | +0.4% | +41.9% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling