+811.7%
PRU vs PNR
+790.0%
+21.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | +0.3% | +3.4% | +3.4% |
| 30D | +8.9% | +31.7% | -22.8% | -10.8% |
| 3M | +0.2% | +2.6% | -2.5% | -3.0% |
| 6M | +23.7% | -6.4% | +30.1% | +24.8% |
| YTD | +13.7% | -33.4% | +47.2% | +42.5% |
| 1Y | +20.6% | -35.1% | +55.7% | +53.6% |
| 3Y | +56.3% | +17.1% | +39.2% | +26.5% |
| 5Y | +42.3% | -3.5% | +45.9% | +26.6% |
| 10Y | +99.3% | +100.2% | -0.9% | +1.1% |
| All | +811.7% | +790.0% | +21.7% | +91.0% |
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 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