-51.8%
PODD vs PRU
+42.1%
-93.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +4.1% | +3.6% | +0.5% | +2.5% |
| 30D | +13.9% | +8.9% | +5.0% | +10.0% |
| 3M | +4.1% | +0.2% | +3.9% | +4.1% |
| 6M | +2.4% | +23.7% | -21.3% | -5.6% |
| YTD | -46.4% | +13.7% | -60.1% | -49.1% |
| 1Y | -54.2% | +20.6% | -74.8% | -57.6% |
| 3Y | -6.9% | +56.3% | -63.2% | -26.1% |
| All | -51.8% | +42.1% | -93.9% | -59.6% |
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 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