+25.3%
PSA vs PRU
+42.1%
-16.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | -1.4% | +3.6% | -5.1% | -2.5% |
| 30D | +15.2% | +8.9% | +6.3% | +12.2% |
| 3M | +2.2% | +0.2% | +2.0% | +2.0% |
| 6M | +11.7% | +23.7% | -12.1% | +4.7% |
| YTD | +32.0% | +13.7% | +18.3% | +26.4% |
| 1Y | +26.3% | +20.6% | +5.7% | +18.8% |
| 3Y | +52.4% | +56.3% | -4.0% | +28.1% |
| All | +25.3% | +42.1% | -16.8% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling