+228.2%
PRU vs PSKY
-42.2%
+270.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.2% |
| 7D | +1.9% | -0.2% | +2.0% | +1.9% |
| 30D | +2.7% | +24.0% | -21.3% | -7.1% |
| 3M | +19.5% | +2.2% | +17.3% | +17.1% |
| 6M | +26.6% | -9.0% | +35.6% | +28.6% |
| YTD | +12.3% | -18.1% | +30.5% | +16.9% |
| 1Y | +18.0% | -25.1% | +43.2% | +23.4% |
| 3Y | +47.0% | -16.3% | +63.4% | +19.3% |
| 5Y | +48.4% | -70.4% | +118.8% | +81.7% |
| 10Y | +142.4% | -74.2% | +216.6% | +135.0% |
| All | +228.2% | -42.2% | +270.4% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling