+18.1%
PRU vs PSKY
-31.0%
+49.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -3.8% | -6.0% | +2.1% | -3.7% |
| 30D | -2.0% | +10.7% | -12.7% | -2.2% |
| 3M | +14.0% | +1.2% | +12.8% | +14.0% |
| 6M | +27.2% | +1.5% | +25.8% | +27.1% |
| YTD | +9.1% | -21.8% | +30.8% | +9.7% |
| 1Y | +18.1% | -30.2% | +48.2% | +19.1% |
| All | +18.1% | -31.0% | +49.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling