-11.7%
EXE vs PRU
+20.0%
-31.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.9% |
| 7D | -6.6% | +2.4% | -9.0% | -6.4% |
| 30D | -4.0% | +6.1% | -10.1% | -4.1% |
| 3M | -7.5% | -0.7% | -6.7% | -7.1% |
| 6M | -11.7% | +22.1% | -33.7% | -10.9% |
| All | -11.7% | +20.0% | -31.7% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling