+26.1%
PAAS vs PRU
+27.9%
-1.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +6.6% | +1.8% | +6.3% |
| 7D | -1.1% | +9.8% | -10.9% | -3.6% |
| 30D | -8.5% | +11.6% | -20.0% | -11.2% |
| 3M | -7.3% | +3.7% | -11.0% | -8.7% |
| 6M | -18.3% | +33.0% | -51.2% | -25.8% |
| YTD | -19.2% | +16.6% | -35.7% | -26.7% |
| 1Y | +26.1% | +26.9% | -0.8% | +9.4% |
| All | +26.1% | +27.9% | -1.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling