+86.2%
PSX vs PRU
+22.1%
+64.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -7.8% | +3.8% | -11.6% | -7.8% |
| 30D | -9.9% | +9.0% | -18.9% | -10.3% |
| 3M | +16.9% | +2.1% | +14.8% | +17.1% |
| 6M | +48.0% | +25.4% | +22.6% | +46.1% |
| YTD | +98.3% | +13.5% | +84.8% | +104.1% |
| 1Y | +86.2% | +21.3% | +64.8% | +86.6% |
| All | +86.2% | +22.1% | +64.1% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling