+53.5%
PSA vs PRU
+46.4%
+7.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | +3.9% | +2.4% | +1.5% | +3.2% |
| 30D | +19.7% | +6.1% | +13.5% | +17.8% |
| 3M | +4.3% | -0.7% | +5.0% | +4.3% |
| 6M | +11.4% | +22.1% | -10.7% | +5.9% |
| YTD | +33.9% | +9.8% | +24.2% | +30.2% |
| 1Y | +28.3% | +19.4% | +8.9% | +22.1% |
| 3Y | +53.5% | +50.4% | +3.1% | +18.7% |
| All | +53.5% | +46.4% | +7.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling