+97.7%
PRU vs PPG
+53.9%
+43.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +3.6% | +0.7% | +2.9% | +3.1% |
| 30D | +8.9% | +17.6% | -8.7% | -2.3% |
| 3M | +0.2% | +7.5% | -7.3% | -4.8% |
| 6M | +23.7% | +17.6% | +6.1% | +9.3% |
| YTD | +13.7% | +22.6% | -8.8% | -4.7% |
| 1Y | +20.6% | +28.0% | -7.4% | -2.0% |
| 3Y | +56.3% | +1.8% | +54.5% | +45.6% |
| 5Y | +42.3% | -15.5% | +57.8% | +48.1% |
| All | +97.7% | +53.9% | +43.8% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling