+43.6%
PRU vs PAYC
-51.4%
+95.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +3.8% | -9.5% | +13.3% | +5.7% |
| 30D | +9.0% | +2.5% | +6.6% | +8.6% |
| 3M | +2.1% | +11.7% | -9.5% | +0.1% |
| 6M | +25.4% | +74.6% | -49.2% | +12.4% |
| YTD | +13.5% | +50.4% | -36.9% | +4.1% |
| 1Y | +21.3% | +44.0% | -22.7% | +12.1% |
| 3Y | +55.1% | +42.5% | +12.6% | +42.3% |
| 5Y | +43.6% | -50.3% | +93.8% | +58.0% |
| All | +43.6% | -51.4% | +95.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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