+1,690.4%
PAAS vs PRU
+806.6%
+883.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | +1.9% | -4.8% | -3.2% |
| 30D | +6.8% | +2.7% | +4.1% | +6.2% |
| 3M | -2.9% | +19.5% | -22.3% | -6.1% |
| 6M | -16.4% | +26.6% | -43.1% | -20.0% |
| YTD | 0.0% | +12.3% | -12.3% | -2.4% |
| 1Y | +54.3% | +18.0% | +36.3% | +49.1% |
| 3Y | +230.7% | +47.0% | +183.7% | +205.8% |
| 5Y | +111.6% | +48.4% | +63.2% | +93.8% |
| 10Y | +211.7% | +142.4% | +69.3% | +145.3% |
| All | +1,690.4% | +806.6% | +883.8% | +883.0% |
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