+2,066.5%
PSA vs PRU
+806.6%
+1,260.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -3.7% | +1.9% | -5.5% | -4.3% |
| 30D | -7.7% | +2.7% | -10.5% | -8.6% |
| 3M | -0.6% | +19.5% | -20.1% | -6.7% |
| 6M | -0.9% | +26.6% | -27.6% | -9.0% |
| YTD | +18.7% | +12.3% | +6.3% | +13.3% |
| 1Y | +7.6% | +18.0% | -10.4% | +0.8% |
| 3Y | +23.7% | +47.0% | -23.4% | +5.3% |
| 5Y | +13.7% | +48.4% | -34.8% | -5.5% |
| 10Y | +98.9% | +142.4% | -43.6% | +21.2% |
| All | +2,066.5% | +806.6% | +1,260.0% | +607.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling