+45.7%
PRU vs PSLV
+148.4%
-102.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.1% |
| 7D | -3.8% | -4.9% | +1.0% | -3.5% |
| 30D | -2.0% | -1.9% | -0.1% | -1.9% |
| 3M | +14.0% | +4.2% | +9.8% | +13.4% |
| 6M | +27.2% | -27.6% | +54.8% | +29.7% |
| YTD | +9.1% | -11.7% | +20.7% | +7.1% |
| 1Y | +18.1% | +49.3% | -31.3% | +8.2% |
| 3Y | +44.3% | +167.1% | -122.9% | +21.4% |
| 5Y | +45.7% | +151.7% | -106.0% | +18.0% |
| All | +45.7% | +148.4% | -102.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling