+0.3%
PDD vs PRU
+38.4%
-38.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.7% |
| 7D | +5.9% | +4.8% | +1.1% | +3.5% |
| 30D | +7.1% | +7.9% | -0.8% | +3.2% |
| 3M | -7.7% | +3.1% | -10.8% | -9.4% |
| 6M | -13.2% | +25.2% | -38.5% | -22.7% |
| YTD | -26.0% | +12.7% | -38.7% | -30.8% |
| 1Y | -38.4% | +23.5% | -61.9% | -45.1% |
| 3Y | -21.1% | +50.6% | -71.7% | -41.8% |
| 5Y | +0.3% | +40.9% | -40.5% | -22.4% |
| All | +0.3% | +38.4% | -38.1% | -22.4% |
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 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