-71.8%
PYPL vs PRU
+42.1%
-113.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.1% |
| 7D | +0.1% | +3.6% | -3.5% | -2.3% |
| 30D | +5.7% | +8.9% | -3.2% | -0.4% |
| 3M | -1.9% | +0.2% | -2.1% | -2.2% |
| 6M | +31.8% | +23.7% | +8.1% | +14.1% |
| YTD | +2.4% | +13.7% | -11.3% | -6.4% |
| 1Y | -8.2% | +20.6% | -28.9% | -19.6% |
| 3Y | +10.2% | +56.3% | -46.1% | -21.1% |
| All | -71.8% | +42.1% | -113.9% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling