-10.8%
PYPL vs PRU
+20.7%
-31.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.2% | -2.8% | +1.6% | +0.4% |
| 30D | +6.1% | +8.5% | -2.4% | +1.1% |
| 3M | +1.1% | +1.7% | -0.7% | -0.1% |
| 6M | +32.7% | +24.8% | +8.0% | +18.9% |
| YTD | +2.8% | +13.3% | -10.5% | 0.0% |
| 1Y | -10.8% | +21.4% | -32.1% | -17.0% |
| All | -10.8% | +20.7% | -31.5% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling