+345.0%
PSX vs PRU
+48.6%
+296.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +4.5% | +1.9% | +2.7% | +3.3% |
| 30D | +26.6% | +2.7% | +23.9% | +24.6% |
| 3M | +39.3% | +19.5% | +19.8% | +25.1% |
| 6M | +56.8% | +26.6% | +30.2% | +34.9% |
| YTD | +101.8% | +12.3% | +89.5% | +86.3% |
| 1Y | +99.6% | +18.0% | +81.6% | +77.8% |
| 3Y | +140.3% | +47.0% | +93.3% | +83.4% |
| All | +345.0% | +48.6% | +296.4% | +222.2% |
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