+1,315.1%
PAAS vs PRU
+809.8%
+505.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.6% |
| 7D | -0.4% | +4.8% | -5.2% | -1.2% |
| 30D | -11.6% | +7.9% | -19.5% | -12.8% |
| 3M | -15.6% | +3.1% | -18.7% | -16.1% |
| 6M | -19.1% | +25.2% | -44.4% | -22.5% |
| YTD | -20.9% | +12.7% | -33.7% | -22.9% |
| 1Y | +21.3% | +23.5% | -2.2% | +16.4% |
| 3Y | +177.4% | +50.6% | +126.8% | +155.3% |
| 5Y | +71.3% | +40.9% | +30.5% | +58.4% |
| 10Y | +181.5% | +125.5% | +56.0% | +124.7% |
| All | +1,315.1% | +809.8% | +505.3% | +676.5% |
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