-23.5%
EXE vs PRU
+20.8%
-44.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.7% |
| 7D | -3.9% | +3.2% | -7.1% | -3.6% |
| 30D | -2.6% | +7.9% | -10.5% | -2.1% |
| 3M | -6.9% | +1.8% | -8.7% | -6.6% |
| 6M | -9.3% | +24.1% | -33.5% | -7.4% |
| YTD | -20.7% | +12.4% | -33.1% | -20.7% |
| All | -23.5% | +20.8% | -44.3% | -25.5% |
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