+8.5%
PYPL vs PRU
+56.1%
-47.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.8% |
| 7D | +1.0% | +3.8% | -2.8% | -1.5% |
| 30D | +5.9% | +9.0% | -3.2% | 0.0% |
| 3M | -0.2% | +2.1% | -2.4% | -1.7% |
| 6M | +30.3% | +25.4% | +4.9% | +12.9% |
| YTD | +1.6% | +13.5% | -11.9% | -6.2% |
| 1Y | -10.3% | +21.3% | -31.6% | -20.8% |
| 3Y | +8.5% | +55.1% | -46.6% | -17.1% |
| All | +8.5% | +56.1% | -47.6% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling