+58.1%
PPL vs PRU
+50.4%
+7.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.3% |
| 7D | +1.0% | +4.8% | -3.7% | +0.3% |
| 30D | +6.8% | +7.9% | -1.0% | +5.6% |
| 3M | +3.9% | +3.1% | +0.8% | +3.3% |
| 6M | -2.0% | +25.2% | -27.3% | -5.3% |
| YTD | +5.3% | +12.7% | -7.5% | +3.3% |
| 1Y | +2.2% | +23.5% | -21.3% | -1.5% |
| All | +58.1% | +50.4% | +7.7% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling