+20.0%
EXE vs PRU
+47.2%
-27.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.3% | +1.9% | -2.1% | -0.8% |
| 30D | +8.5% | +2.7% | +5.7% | +7.7% |
| 3M | +5.5% | +19.5% | -14.0% | +0.3% |
| 6M | -5.9% | +26.6% | -32.5% | -12.1% |
| YTD | -9.7% | +12.3% | -22.1% | -12.8% |
| 1Y | +3.6% | +18.0% | -14.5% | -2.0% |
| All | +20.0% | +47.2% | -27.1% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling