+97.7%
PRU vs EXR
+216.3%
-118.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +8.9% | +18.2% | -9.3% | +2.5% |
| 3M | +0.2% | +7.3% | -7.2% | -2.4% |
| 6M | +23.7% | +13.8% | +9.9% | +17.9% |
| YTD | +13.7% | +25.9% | -12.2% | +4.0% |
| 1Y | +20.6% | +25.8% | -5.2% | +10.4% |
| 3Y | +56.3% | +53.7% | +2.6% | +28.1% |
| 5Y | +42.3% | -1.8% | +44.1% | +35.9% |
| All | +97.7% | +216.3% | -118.6% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling