+248.2%
PAAS vs PRU
+47.2%
+201.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | +6.8% | +2.7% | +4.1% | +5.7% |
| 3M | -2.9% | +19.5% | -22.3% | -9.0% |
| 6M | -16.4% | +26.6% | -43.1% | -23.2% |
| YTD | 0.0% | +12.3% | -12.3% | -4.9% |
| 1Y | +54.3% | +18.0% | +36.3% | +43.9% |
| All | +248.2% | +47.2% | +201.1% | +162.1% |
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