+800.4%
PRU vs PPG
+697.5%
+102.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.3% |
| 7D | +1.9% | -1.5% | +3.3% | +3.1% |
| 30D | +2.7% | -5.0% | +7.7% | +6.8% |
| 3M | +19.5% | +1.1% | +18.3% | +16.5% |
| 6M | +26.6% | -3.2% | +29.8% | +25.6% |
| YTD | +12.3% | +11.9% | +0.5% | -2.5% |
| 1Y | +18.0% | +5.3% | +12.7% | +6.9% |
| 3Y | +47.0% | -15.0% | +62.0% | +54.6% |
| 5Y | +48.4% | -19.6% | +68.0% | +55.0% |
| 10Y | +142.4% | +27.0% | +115.4% | +59.2% |
| All | +800.4% | +697.5% | +102.8% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling