+51.1%
EBAY vs PRU
+48.6%
+2.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -1.9% |
| 7D | -2.1% | +1.9% | -4.0% | -2.9% |
| 30D | -6.7% | +2.7% | -9.4% | -7.9% |
| 3M | -5.0% | +19.5% | -24.4% | -12.7% |
| 6M | +14.6% | +26.6% | -12.0% | +2.3% |
| YTD | +19.8% | +12.3% | +7.5% | +12.9% |
| 1Y | +12.6% | +18.0% | -5.5% | +3.3% |
| 3Y | +141.0% | +47.0% | +94.0% | +88.4% |
| All | +51.1% | +48.6% | +2.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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