+26.8%
PL vs PRU
+57.1%
-30.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.6% | +13.0% | +12.3% |
| 7D | -6.8% | +2.4% | -9.2% | -9.1% |
| 30D | -29.3% | +6.1% | -35.4% | -33.1% |
| 3M | -44.8% | -0.7% | -44.0% | -45.1% |
| 6M | -68.4% | +22.1% | -90.4% | -73.6% |
| YTD | -36.4% | +9.8% | -46.1% | -42.9% |
| 1Y | +0.7% | +19.4% | -18.6% | -15.3% |
| 3Y | +455.3% | +50.4% | +404.9% | +326.9% |
| 5Y | +22.7% | +37.2% | -14.5% | -0.2% |
| All | +26.8% | +57.1% | -30.4% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling