+162.6%
PAYX vs PRU
+138.7%
+23.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -7.9% | -3.8% | -4.1% | -6.2% |
| 30D | -5.0% | -2.0% | -3.0% | -4.2% |
| 3M | +15.1% | +14.0% | +1.2% | +8.4% |
| 6M | +23.9% | +27.2% | -3.3% | +10.6% |
| YTD | +6.2% | +9.1% | -2.9% | +1.5% |
| 1Y | -9.6% | +18.1% | -27.7% | -16.9% |
| 3Y | +5.8% | +44.3% | -38.4% | -13.4% |
| 5Y | +22.0% | +45.7% | -23.8% | -2.4% |
| All | +162.6% | +138.7% | +23.9% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling