+180.9%
PAYX vs PRU
+99.2%
+81.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.2% | +3.6% | -4.8% | -2.8% |
| 30D | +7.8% | +8.9% | -1.0% | +3.6% |
| 3M | -6.8% | +0.2% | -7.0% | -7.1% |
| 6M | +31.3% | +23.7% | +7.6% | +18.8% |
| YTD | +7.7% | +13.7% | -6.0% | +0.8% |
| 1Y | +8.1% | +20.6% | -12.5% | -1.6% |
| 3Y | +12.2% | +56.3% | -44.2% | -11.7% |
| 5Y | +8.9% | +42.3% | -33.4% | -11.8% |
| All | +180.9% | +99.2% | +81.6% | +64.4% |
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