+51.4%
PYPL vs PRU
+131.6%
-80.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.6% |
| 7D | +2.7% | +1.9% | +0.8% | +1.9% |
| 30D | -4.9% | +2.7% | -7.6% | -6.0% |
| 3M | +28.9% | +19.5% | +9.4% | +19.2% |
| 6M | +18.2% | +26.6% | -8.4% | +6.3% |
| YTD | -5.0% | +12.3% | -17.4% | -9.9% |
| 1Y | -18.8% | +18.0% | -36.9% | -24.8% |
| 3Y | -12.6% | +47.0% | -59.6% | -26.2% |
| 5Y | -80.8% | +48.4% | -129.2% | -83.8% |
| 10Y | +49.9% | +142.4% | -92.5% | -9.8% |
| All | +51.4% | +131.6% | -80.3% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling