+1,134.8%
PLD vs PRU
+840.8%
+294.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.8% | -1.6% |
| 7D | +4.9% | +9.8% | -4.9% | -0.1% |
| 30D | +2.6% | +11.6% | -9.0% | -3.3% |
| 3M | -4.8% | +3.7% | -8.5% | -7.0% |
| 6M | -3.9% | +33.0% | -36.9% | -17.5% |
| YTD | +5.3% | +16.6% | -11.3% | -3.9% |
| 1Y | +9.3% | +26.9% | -17.7% | -4.7% |
| 3Y | +35.8% | +55.7% | -19.9% | +4.8% |
| 5Y | +2.9% | +44.5% | -41.6% | -19.0% |
| 10Y | +253.4% | +133.1% | +120.3% | +84.1% |
| All | +1,134.8% | +840.8% | +294.0% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling