+338.3%
PSX vs PRU
+107.2%
+231.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | -7.8% | +3.8% | -11.6% | -10.4% |
| 30D | -9.9% | +9.0% | -18.9% | -15.4% |
| 3M | +16.9% | +2.1% | +14.8% | +14.3% |
| 6M | +48.0% | +25.4% | +22.6% | +25.5% |
| YTD | +98.3% | +13.5% | +84.8% | +77.6% |
| 1Y | +86.2% | +21.3% | +64.8% | +59.0% |
| 3Y | +144.0% | +55.1% | +88.9% | +73.0% |
| 5Y | +287.7% | +43.6% | +244.2% | +183.0% |
| 10Y | +338.3% | +99.2% | +239.1% | +120.9% |
| All | +338.3% | +107.2% | +231.1% | +120.9% |
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