C000078105 Performance — PD Large-Cap Value Index Portfolio, Class P
Data updated: 2026-08-11
C000078105 returned +16.15% year to date and +26.91% over one year to Jun 2026. Annualised returns are +17.59% over 3 years and +10.98% over 5 years. The fund beat its US Large Value category average: $100 invested three years ago grew to $163, against $158 for the category, and to $127 over one year, against $121. Volatility over the past three years was 12.65% a year. In the 12 months to Jun 2026 the fund lost a net $264.0M, and assets reached $984.79M.
C000078105 Growth of $100
What $100 invested in PD Large-Cap Value Index Portfolio grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000078105 | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $127 | $121 |
| 3 years (Jul 2023 – Jun 2026) | $163 | $158 |
| 5 years (Jul 2021 – Jun 2026) | $168 | $165 |
| Since data start (Jul 2019 – Jun 2026) | $221 | $223 |
C000078105 Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.15% |
| 1 year | +26.91% |
| 3 years (annualised) | +17.59% |
| 5 years (annualised) | +10.98% |
C000078105 Annual Returns
Calendar-year total returns of PD Large-Cap Value Index Portfolio, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +16.15% |
| 2025 | +15.70% |
| 2024 | +14.20% |
| 2023 | +11.33% |
| 2022 | −7.77% |
| 2021 | +25.01% |
| 2020 | +3.10% |
| 2019 (Jul–Dec) | +8.77% |
C000078105 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.6% | +2.6% | −4.8% | +8.1% | +2.9% | +2.2% | — | — | — | — | — | — |
| 2025 | +4.6% | +0.4% | −2.8% | −3.1% | +3.5% | +3.4% | +0.6% | +3.2% | +1.5% | +0.4% | +2.6% | +0.7% |
| 2024 | +0.1% | +3.7% | +5.0% | −4.3% | +3.2% | −0.9% | +5.1% | +2.7% | +1.4% | −1.1% | +6.4% | −6.9% |
| 2023 | +5.2% | −3.5% | −0.5% | +1.5% | −3.9% | +6.6% | +3.5% | −2.7% | −3.9% | −3.5% | +7.5% | +5.5% |
| 2022 | −2.4% | −1.2% | +2.8% | −5.7% | +1.9% | −8.8% | +6.6% | −3.0% | −8.8% | +10.2% | +6.2% | −4.1% |
| 2021 | −0.9% | +6.0% | +5.9% | +4.0% | +2.3% | −1.1% | +0.8% | +2.0% | −3.5% | +5.1% | −3.5% | +6.3% |
| 2020 | −2.1% | −9.7% | −16.9% | +11.3% | +3.5% | −0.6% | +4.0% | +4.1% | −2.5% | −1.3% | +13.4% | +3.8% |
| 2019 | — | — | — | — | — | — | +0.8% | −3.0% | +3.5% | +1.4% | +3.1% | +2.7% |
C000078105 Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.65%
- 3-year Sharpe ratio: 1.04 (vs 4.5% risk-free rate)
- Best month: +8.14% (Apr 2026)
- Worst month: −6.85% (Dec 2024)
C000078105 Fund Flows
Monthly money in and out of PD Large-Cap Value Index Portfolio, from SEC Form N-PORT.
- 12-month net flow: −$264.0M
- 12-month gross sales (incl. reinvestments): $81.4M
- Sales ÷ redemptions: 0.24×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $13.3M | $25.4M | −$12.1M |
| May 2026 | $840K | $16.4M | −$15.6M |
| Apr 2026 | $997K | $12.8M | −$11.8M |
| Mar 2026 | $1.8M | $20.3M | −$18.5M |
| Feb 2026 | $747K | $149.4M | −$148.7M |
| Jan 2026 | $2.0M | $12.5M | −$10.5M |
| Dec 2025 | $615K | $38.6M | −$38.0M |
| Nov 2025 | $2.6M | $14.1M | −$11.4M |
| Oct 2025 | $1.5M | $13.1M | −$11.6M |
| Sep 2025 | $35.2M | $12.9M | $22.3M |
| Aug 2025 | $555K | $13.7M | −$13.1M |
| Jul 2025 | $21.1M | $16.2M | $4.9M |
C000078105 Assets Under Management
Net assets of PD Large-Cap Value Index Portfolio by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $984.79M |
| 2026-03-31 | $901.68M |
| 2025-12-31 | $1.05B |
| 2025-09-30 | $1.07B |
| 2025-06-30 | $1.01B |
| 2025-03-31 | $1.00B |
| 2024-12-31 | $1.06B |
| 2024-09-30 | $1.19B |
| 2024-06-30 | $1.15B |
| 2024-03-31 | $1.06B |
| 2023-12-31 | $1.00B |
| 2023-09-30 | $903.87M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.