+565.0%
PPL vs PRU
+809.8%
-244.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.5% |
| 7D | +1.0% | +4.8% | -3.7% | 0.0% |
| 30D | +6.8% | +7.9% | -1.0% | +5.0% |
| 3M | +3.9% | +3.1% | +0.8% | +3.0% |
| 6M | -2.0% | +25.2% | -27.3% | -6.8% |
| YTD | +5.3% | +12.7% | -7.5% | +2.0% |
| 1Y | +2.2% | +23.5% | -21.3% | -2.9% |
| 3Y | +56.7% | +50.6% | +6.1% | +41.2% |
| 5Y | +49.1% | +40.9% | +8.2% | +35.0% |
| 10Y | +63.6% | +125.5% | -61.8% | +29.1% |
| All | +565.0% | +809.8% | -244.8% | +201.4% |
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