+214.4%
PDD vs PRU
+88.3%
+126.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.1% |
| 7D | +5.9% | +4.8% | +1.1% | +4.5% |
| 30D | +7.1% | +7.9% | -0.8% | +4.9% |
| 3M | -7.7% | +3.1% | -10.8% | -8.6% |
| 6M | -13.2% | +25.2% | -38.5% | -18.6% |
| YTD | -26.0% | +12.7% | -38.7% | -28.7% |
| 1Y | -38.4% | +23.5% | -61.9% | -42.1% |
| 3Y | -21.1% | +50.6% | -71.7% | -30.8% |
| 5Y | +0.3% | +40.9% | -40.5% | -10.6% |
| All | +214.4% | +88.3% | +126.2% | +175.4% |
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 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