+136.2%
PRU vs PSLV
+190.6%
-54.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.4% | +0.6% |
| 7D | -2.3% | -3.5% | +1.2% | -1.9% |
| 30D | -1.7% | -2.1% | +0.4% | -1.6% |
| 3M | +13.2% | -1.6% | +14.9% | +13.2% |
| 6M | +28.8% | -25.5% | +54.3% | +32.4% |
| YTD | +9.8% | -11.4% | +21.2% | +7.6% |
| 1Y | +17.4% | +48.6% | -31.2% | +5.2% |
| 3Y | +44.9% | +166.9% | -122.0% | +15.9% |
| 5Y | +46.6% | +152.4% | -105.8% | +16.6% |
| All | +136.2% | +190.6% | -54.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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