+24.8%
PL vs PRU
+42.5%
-17.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.6% | -12.9% | -11.7% |
| 7D | -11.7% | +9.8% | -21.5% | -18.8% |
| 30D | -27.1% | +11.6% | -38.7% | -34.1% |
| 3M | -44.6% | +3.7% | -48.3% | -46.8% |
| 6M | -67.2% | +33.0% | -100.1% | -75.0% |
| YTD | -35.9% | +16.6% | -52.4% | -45.7% |
| 1Y | -0.4% | +26.9% | -27.3% | -21.9% |
| 3Y | +454.8% | +55.7% | +399.1% | +295.9% |
| 5Y | +24.8% | +44.5% | -19.8% | -8.0% |
| All | +24.8% | +42.5% | -17.8% | -8.0% |
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