+145.5%
PRU vs EXR
+148.5%
-3.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | +1.9% | -2.6% | +4.4% | +2.8% |
| 30D | +2.7% | -7.2% | +9.9% | +5.4% |
| 3M | +19.5% | -3.5% | +23.0% | +20.9% |
| 6M | +26.6% | -5.3% | +31.9% | +28.8% |
| YTD | +12.3% | +9.4% | +3.0% | +8.3% |
| 1Y | +18.0% | +1.3% | +16.7% | +16.6% |
| 3Y | +47.0% | +22.4% | +24.6% | +31.6% |
| 5Y | +48.4% | -12.2% | +60.7% | +47.0% |
| All | +145.5% | +148.5% | -3.0% | +71.2% |
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