+577.7%
PAYX vs PRU
+806.6%
-228.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -4.2% | +1.9% | -6.1% | -4.7% |
| 30D | +2.9% | +2.7% | +0.2% | +2.1% |
| 3M | +23.6% | +19.5% | +4.2% | +17.5% |
| 6M | +30.0% | +26.6% | +3.4% | +21.3% |
| YTD | +12.2% | +12.3% | -0.1% | +8.2% |
| 1Y | -7.5% | +18.0% | -25.5% | -12.1% |
| 3Y | +10.1% | +47.0% | -36.9% | -2.7% |
| 5Y | +25.1% | +48.4% | -23.3% | +9.5% |
| 10Y | +171.7% | +142.4% | +29.3% | +100.2% |
| All | +577.7% | +806.6% | -228.9% | +129.7% |
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