+37.0%
PRU vs EXR
-0.3%
+37.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | +2.4% | +5.2% | -2.8% | +0.9% |
| 30D | +6.1% | +20.9% | -14.8% | +0.4% |
| 3M | -0.7% | +7.7% | -8.4% | -2.9% |
| 6M | +22.1% | +13.2% | +8.9% | +17.6% |
| YTD | +9.8% | +26.5% | -16.7% | +2.2% |
| 1Y | +19.4% | +27.2% | -7.9% | +10.8% |
| 3Y | +50.4% | +71.5% | -21.2% | +23.4% |
| All | +37.0% | -0.3% | +37.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling