+343.4%
PRU vs PSLV
+117.0%
+226.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | +2.7% | +7.3% | -4.5% | +2.1% |
| 3M | +19.5% | -7.4% | +26.9% | +19.9% |
| 6M | +26.6% | -20.3% | +46.9% | +28.4% |
| YTD | +12.3% | -8.2% | +20.6% | +11.1% |
| 1Y | +18.0% | +57.9% | -39.9% | +10.7% |
| 3Y | +47.0% | +162.1% | -115.1% | +30.7% |
| 5Y | +48.4% | +151.2% | -102.7% | +31.5% |
| 10Y | +142.4% | +191.7% | -49.2% | +106.4% |
| All | +343.4% | +117.0% | +226.4% | +273.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling