+20.5%
EXE vs PRU
+56.1%
-35.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.5% | -2.8% | +4.3% | +2.2% |
| 30D | -0.2% | +8.5% | -8.7% | -2.3% |
| 3M | -9.2% | +1.7% | -11.0% | -9.7% |
| 6M | -7.2% | +24.8% | -32.0% | -12.6% |
| YTD | -18.3% | +13.3% | -31.6% | -21.1% |
| 1Y | -23.6% | +21.4% | -45.0% | -28.1% |
| All | +20.5% | +56.1% | -35.6% | -8.5% |
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 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