+18.0%
PRU vs PPG
+5.2%
+12.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +1.9% | -1.5% | +3.3% | +2.2% |
| 30D | +2.7% | -5.0% | +7.7% | +3.7% |
| 3M | +19.5% | +1.1% | +18.3% | +18.8% |
| 6M | +26.6% | -3.2% | +29.8% | +26.1% |
| YTD | +12.3% | +11.9% | +0.5% | +7.6% |
| 1Y | +18.0% | +5.3% | +12.7% | +13.0% |
| All | +18.0% | +5.2% | +12.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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