-0.4%
PL vs PRU
+27.9%
-28.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.6% | -12.9% | -7.7% |
| 7D | -11.7% | +9.8% | -21.5% | -13.7% |
| 30D | -27.1% | +11.6% | -38.7% | -29.3% |
| 3M | -44.6% | +3.7% | -48.3% | -44.8% |
| 6M | -67.2% | +33.0% | -100.1% | -70.9% |
| YTD | -35.9% | +16.6% | -52.4% | -41.0% |
| 1Y | -0.4% | +26.9% | -27.3% | -9.3% |
| All | -0.4% | +27.9% | -28.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling