+207.9%
PDD vs PRU
+87.6%
+120.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.1% | +1.9% | -5.9% | -4.6% |
| 30D | -9.6% | +2.7% | -12.3% | -10.3% |
| 3M | -4.3% | +19.5% | -23.7% | -8.9% |
| 6M | -18.8% | +26.6% | -45.4% | -23.9% |
| YTD | -27.5% | +12.3% | -39.8% | -30.0% |
| 1Y | -33.6% | +18.0% | -51.7% | -36.9% |
| 3Y | -20.4% | +47.0% | -67.4% | -29.6% |
| 5Y | -19.6% | +48.4% | -68.0% | -28.7% |
| All | +207.9% | +87.6% | +120.3% | +170.3% |
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