+134.6%
PRU vs PSKY
-76.1%
+210.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.2% |
| 7D | -1.9% | -6.8% | +5.0% | -0.2% |
| 30D | -2.6% | +10.2% | -12.8% | -5.0% |
| 3M | +14.7% | +0.3% | +14.4% | +14.1% |
| 6M | +25.7% | -7.8% | +33.4% | +26.7% |
| YTD | +8.3% | -23.0% | +31.2% | +12.9% |
| 1Y | +17.3% | -31.6% | +49.0% | +24.1% |
| 3Y | +43.2% | -21.3% | +64.5% | +32.7% |
| 5Y | +43.5% | -71.5% | +115.0% | +74.9% |
| 10Y | +134.6% | -75.6% | +210.2% | +95.3% |
| All | +134.6% | -76.1% | +210.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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