+95.5%
PSX vs PRU
+20.9%
+74.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | +7.8% | +3.6% | +4.2% | +7.6% |
| 30D | -10.9% | +8.9% | -19.8% | -11.3% |
| 3M | +14.5% | +0.2% | +14.3% | +14.9% |
| 6M | +56.1% | +23.7% | +32.4% | +54.1% |
| YTD | +109.6% | +13.7% | +95.8% | +115.6% |
| 1Y | +95.5% | +20.6% | +74.9% | +94.8% |
| All | +95.5% | +20.9% | +74.6% | +94.8% |
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