+5.6%
PLD vs PRU
+19.8%
-14.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | -0.3% | +6.1% | -6.4% | -2.0% |
| 3M | -8.0% | -0.7% | -7.3% | -7.9% |
| 6M | -9.8% | +22.1% | -31.9% | -14.9% |
| YTD | +1.8% | +9.8% | -8.0% | -3.7% |
| 1Y | +5.6% | +19.4% | -13.7% | -0.9% |
| All | +5.6% | +19.8% | -14.2% | -0.9% |
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