+345.8%
PSX vs PRU
+115.4%
+230.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.4% |
| 7D | -8.0% | +3.2% | -11.2% | -10.2% |
| 30D | -9.0% | +7.9% | -17.0% | -14.1% |
| 3M | +24.7% | +1.8% | +22.9% | +22.2% |
| 6M | +49.3% | +24.1% | +25.2% | +27.6% |
| YTD | +100.2% | +12.4% | +87.8% | +80.5% |
| 1Y | +88.8% | +20.9% | +67.9% | +61.7% |
| 3Y | +152.5% | +55.5% | +97.0% | +78.8% |
| 5Y | +283.2% | +42.7% | +240.5% | +181.0% |
| 10Y | +345.8% | +106.1% | +239.7% | +129.0% |
| All | +345.8% | +115.4% | +230.4% | +129.0% |
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 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