-23.7%
PDD vs PRU
+48.6%
-72.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -4.1% | +1.9% | -5.9% | -5.0% |
| 30D | -9.6% | +2.7% | -12.3% | -11.0% |
| 3M | -4.3% | +19.5% | -23.7% | -12.6% |
| 6M | -18.8% | +26.6% | -45.4% | -28.1% |
| YTD | -27.5% | +12.3% | -39.8% | -32.1% |
| 1Y | -33.6% | +18.0% | -51.7% | -39.6% |
| 3Y | -20.4% | +47.0% | -67.4% | -40.7% |
| All | -23.7% | +48.6% | -72.3% | -43.0% |
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