+80.3%
EXE vs PRU
+42.1%
+38.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +5.3% | +3.6% | +1.7% | +3.9% |
| 30D | -2.2% | +8.9% | -11.1% | -5.8% |
| 3M | -5.9% | +0.2% | -6.1% | -6.2% |
| 6M | -5.7% | +23.7% | -29.4% | -14.4% |
| YTD | -17.8% | +13.7% | -31.6% | -23.1% |
| 1Y | -23.1% | +20.6% | -43.8% | -30.2% |
| 3Y | +21.2% | +56.3% | -35.1% | -8.2% |
| All | +80.3% | +42.1% | +38.2% | +39.1% |
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