+803.3%
PRU vs PNR
+787.9%
+15.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.7% |
| 7D | 0.0% | -2.3% | +2.3% | +1.6% |
| 30D | +7.9% | +29.3% | -21.3% | -10.4% |
| 3M | +0.9% | +4.1% | -3.2% | -3.3% |
| 6M | +22.4% | -8.6% | +31.0% | +25.4% |
| YTD | +12.7% | -33.6% | +46.3% | +41.4% |
| 1Y | +19.6% | -36.4% | +55.9% | +54.4% |
| 3Y | +54.0% | +15.1% | +38.9% | +26.2% |
| 5Y | +41.0% | -3.8% | +44.8% | +25.7% |
| 10Y | +97.4% | +99.7% | -2.3% | +0.3% |
| All | +803.3% | +787.9% | +15.4% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling