+134.1%
PSA vs PRU
+107.2%
+26.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +0.8% | +3.8% | -3.0% | -0.1% |
| 30D | +15.9% | +9.0% | +6.9% | +13.7% |
| 3M | +4.2% | +2.1% | +2.1% | +3.6% |
| 6M | +10.1% | +25.4% | -15.3% | +4.8% |
| YTD | +33.3% | +13.5% | +19.8% | +29.3% |
| 1Y | +28.2% | +21.3% | +6.9% | +22.5% |
| 3Y | +54.9% | +55.1% | -0.2% | +38.9% |
| 5Y | +28.3% | +43.6% | -15.2% | +16.0% |
| 10Y | +134.1% | +99.2% | +34.8% | +74.1% |
| All | +134.1% | +107.2% | +26.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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