+47.2%
PYPL vs PRU
+115.4%
-68.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.3% |
| 7D | +2.2% | +3.2% | -1.0% | +0.7% |
| 30D | +8.1% | +7.9% | +0.2% | +4.4% |
| 3M | +1.9% | +1.8% | +0.1% | +1.1% |
| 6M | +33.1% | +24.1% | +9.0% | +20.9% |
| YTD | +3.8% | +12.4% | -8.6% | -1.7% |
| 1Y | -8.3% | +20.9% | -29.2% | -15.9% |
| 3Y | +11.9% | +55.5% | -43.6% | -7.7% |
| 5Y | -70.4% | +42.7% | -113.1% | -74.8% |
| 10Y | +47.2% | +106.1% | -59.0% | +3.7% |
| All | +47.2% | +115.4% | -68.2% | +3.7% |
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