-13.6%
PDD vs PRU
+42.1%
-55.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.4% |
| 7D | -4.9% | +3.6% | -8.5% | -6.5% |
| 30D | -3.0% | +8.9% | -11.9% | -7.0% |
| 3M | -6.2% | +0.2% | -6.4% | -6.7% |
| 6M | -20.7% | +23.7% | -44.4% | -28.9% |
| YTD | -30.4% | +13.7% | -44.1% | -35.2% |
| 1Y | -41.3% | +20.6% | -61.9% | -47.0% |
| 3Y | -27.7% | +56.3% | -84.0% | -47.9% |
| All | -13.6% | +42.1% | -55.7% | -33.0% |
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