-70.2%
PYPL vs PRU
+43.3%
-113.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.2% | -2.8% | +1.6% | +0.6% |
| 30D | +6.1% | +8.5% | -2.4% | +0.2% |
| 3M | +1.1% | +1.7% | -0.7% | -0.3% |
| 6M | +32.7% | +24.8% | +8.0% | +14.2% |
| YTD | +2.8% | +13.3% | -10.5% | -5.9% |
| 1Y | -10.8% | +21.4% | -32.1% | -22.2% |
| 3Y | +9.8% | +54.8% | -45.0% | -20.9% |
| 5Y | -70.2% | +42.4% | -112.6% | -77.6% |
| All | -70.2% | +43.3% | -113.5% | -77.6% |
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