+144.5%
EXE vs PRU
+97.8%
+46.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.6% |
| 7D | -3.9% | +3.2% | -7.1% | -5.4% |
| 30D | -2.6% | +7.9% | -10.5% | -6.1% |
| 3M | -6.9% | +1.8% | -8.7% | -8.0% |
| 6M | -9.3% | +24.1% | -33.5% | -18.5% |
| YTD | -20.7% | +12.4% | -33.1% | -25.9% |
| 1Y | -21.8% | +20.9% | -42.7% | -29.8% |
| 3Y | +16.2% | +55.5% | -39.3% | -13.1% |
| 5Y | +61.1% | +42.7% | +18.4% | +22.6% |
| All | +144.5% | +97.8% | +46.7% | +52.9% |
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 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