+67.9%
PPL vs PRU
+99.2%
-31.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.4% | +3.6% | -4.0% | -1.6% |
| 30D | +2.6% | +8.9% | -6.2% | -0.5% |
| 3M | +0.8% | +0.2% | +0.6% | +0.5% |
| 6M | +1.4% | +23.7% | -22.3% | -6.2% |
| YTD | +4.3% | +13.7% | -9.4% | -1.3% |
| 1Y | +0.8% | +20.6% | -19.9% | -6.7% |
| 3Y | +57.9% | +56.3% | +1.6% | +29.3% |
| 5Y | +48.3% | +42.3% | +6.0% | +23.5% |
| All | +67.9% | +99.2% | -31.4% | +5.6% |
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 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