+43.5%
PRU vs PPG
-20.0%
+63.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.4% |
| 7D | -1.9% | -3.7% | +1.9% | -0.1% |
| 30D | -2.6% | -7.2% | +4.6% | +1.0% |
| 3M | +14.7% | -7.3% | +22.0% | +18.2% |
| 6M | +25.7% | +0.3% | +25.4% | +23.6% |
| YTD | +8.3% | +6.5% | +1.7% | +1.9% |
| 1Y | +17.3% | +0.5% | +16.8% | +13.7% |
| 3Y | +43.2% | -15.3% | +58.5% | +49.9% |
| 5Y | +43.5% | -22.9% | +66.4% | +51.2% |
| All | +43.5% | -20.0% | +63.5% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling