+256.8%
PLD vs PRU
+115.4%
+141.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +1.9% |
| 7D | +0.7% | +3.2% | -2.5% | -0.6% |
| 30D | +0.8% | +7.9% | -7.1% | -2.3% |
| 3M | -6.1% | +1.8% | -7.9% | -7.0% |
| 6M | -8.0% | +24.1% | -32.2% | -15.8% |
| YTD | +4.7% | +12.4% | -7.7% | -0.8% |
| 1Y | +7.2% | +20.9% | -13.7% | -1.4% |
| 3Y | +39.2% | +55.5% | -16.2% | +15.3% |
| 5Y | +1.9% | +42.7% | -40.8% | -13.7% |
| 10Y | +256.8% | +106.1% | +150.6% | +152.3% |
| All | +256.8% | +115.4% | +141.4% | +152.3% |
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 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