+136.2%
PRU vs PPG
+26.9%
+109.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -2.3% | -6.2% | +4.0% | +1.9% |
| 30D | -1.7% | -7.9% | +6.2% | +3.6% |
| 3M | +13.2% | -10.2% | +23.5% | +20.4% |
| 6M | +28.8% | +2.7% | +26.1% | +23.4% |
| YTD | +9.8% | +4.9% | +4.9% | +2.3% |
| 1Y | +17.4% | -3.2% | +20.5% | +15.1% |
| 3Y | +44.9% | -17.0% | +61.9% | +55.0% |
| 5Y | +46.6% | -23.3% | +70.0% | +60.8% |
| All | +136.2% | +26.9% | +109.3% | +73.1% |
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