+543.2%
PPL vs PRU
+806.6%
-263.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +2.7% | +1.9% | +0.8% | +2.2% |
| 30D | +0.5% | +2.7% | -2.3% | -0.1% |
| 3M | +0.7% | +19.5% | -18.8% | -3.1% |
| 6M | -7.6% | +26.6% | -34.2% | -12.3% |
| YTD | +1.8% | +12.3% | -10.5% | -1.1% |
| 1Y | -0.8% | +18.0% | -18.8% | -4.7% |
| 3Y | +56.9% | +47.0% | +9.9% | +42.2% |
| 5Y | +39.5% | +48.4% | -8.9% | +25.1% |
| 10Y | +55.4% | +142.4% | -87.1% | +21.2% |
| All | +543.2% | +806.6% | -263.3% | +192.1% |
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 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