-81.0%
PYPL vs PRU
+48.6%
-129.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.4% |
| 7D | +2.7% | +1.9% | +0.8% | +1.5% |
| 30D | -4.9% | +2.7% | -7.6% | -6.5% |
| 3M | +28.9% | +19.5% | +9.4% | +14.5% |
| 6M | +18.2% | +26.6% | -8.4% | +0.6% |
| YTD | -5.0% | +12.3% | -17.4% | -12.3% |
| 1Y | -18.8% | +18.0% | -36.9% | -27.8% |
| 3Y | -12.6% | +47.0% | -59.6% | -34.5% |
| All | -81.0% | +48.6% | -129.6% | -86.1% |
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 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