+179.6%
PAAS vs PRU
+50.4%
+129.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.1% |
| 7D | -0.4% | +4.8% | -5.2% | -1.8% |
| 30D | -11.6% | +7.9% | -19.5% | -13.6% |
| 3M | -15.6% | +3.1% | -18.7% | -16.5% |
| 6M | -19.1% | +25.2% | -44.4% | -25.1% |
| YTD | -20.9% | +12.7% | -33.7% | -24.8% |
| 1Y | +21.3% | +23.5% | -2.2% | +11.9% |
| All | +179.6% | +50.4% | +129.2% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling