+302.5%
PSX vs PRU
+42.1%
+260.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.2% |
| 7D | +7.8% | +3.6% | +4.2% | +5.7% |
| 30D | -10.9% | +8.9% | -19.8% | -15.4% |
| 3M | +14.5% | +0.2% | +14.3% | +13.7% |
| 6M | +56.1% | +23.7% | +32.4% | +36.8% |
| YTD | +109.6% | +13.7% | +95.8% | +91.5% |
| 1Y | +95.5% | +20.6% | +74.9% | +71.9% |
| 3Y | +156.2% | +56.3% | +99.9% | +89.0% |
| All | +302.5% | +42.1% | +260.4% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling