+472.3%
PRU vs EXR
+2,662.2%
-2,189.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.2% |
| 7D | +1.9% | -2.6% | +4.4% | +3.6% |
| 30D | +2.7% | -7.2% | +9.9% | +7.8% |
| 3M | +19.5% | -3.5% | +23.0% | +22.0% |
| 6M | +26.6% | -5.3% | +31.9% | +30.4% |
| YTD | +12.3% | +9.4% | +3.0% | +4.5% |
| 1Y | +18.0% | +1.3% | +16.7% | +14.7% |
| 3Y | +47.0% | +22.4% | +24.6% | +17.8% |
| 5Y | +48.4% | -12.2% | +60.7% | +39.6% |
| 10Y | +142.4% | +148.6% | -6.1% | -5.6% |
| All | +472.3% | +2,662.2% | -2,189.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling