+550.7%
PAYX vs PRU
+817.9%
-267.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.2% | +3.6% | -4.8% | -2.2% |
| 30D | +7.8% | +8.9% | -1.0% | +5.2% |
| 3M | -6.8% | +0.2% | -7.0% | -6.9% |
| 6M | +31.3% | +23.7% | +7.6% | +23.4% |
| YTD | +7.7% | +13.7% | -6.0% | +3.5% |
| 1Y | +8.1% | +20.6% | -12.5% | +2.1% |
| 3Y | +12.2% | +56.3% | -44.2% | -2.5% |
| 5Y | +8.9% | +42.3% | -33.4% | -3.4% |
| 10Y | +179.0% | +99.3% | +79.7% | +115.3% |
| All | +550.7% | +817.9% | -267.3% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling