+63.2%
PYPL vs PRU
+126.4%
-63.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.6% |
| 7D | +3.9% | +2.4% | +1.5% | +2.8% |
| 30D | +7.8% | +6.1% | +1.7% | +4.9% |
| 3M | -0.7% | -0.7% | +0.1% | -0.4% |
| 6M | +28.8% | +22.1% | +6.7% | +17.8% |
| YTD | +2.4% | +9.8% | -7.4% | -2.0% |
| 1Y | -9.6% | +19.4% | -28.9% | -16.6% |
| 3Y | +9.7% | +50.4% | -40.7% | -8.3% |
| 5Y | -73.5% | +37.2% | -110.6% | -77.0% |
| 10Y | +46.5% | +119.5% | -73.1% | -7.7% |
| All | +63.2% | +126.4% | -63.2% | +3.6% |
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 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