+178.5%
EXE vs PRU
+97.8%
+80.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -0.3% | +1.9% | -2.1% | -1.1% |
| 30D | +8.5% | +2.7% | +5.7% | +7.1% |
| 3M | +5.5% | +19.5% | -14.0% | -3.1% |
| 6M | -5.9% | +26.6% | -32.5% | -16.3% |
| YTD | -9.7% | +12.3% | -22.1% | -15.3% |
| 1Y | +3.6% | +18.0% | -14.5% | -5.6% |
| 3Y | +18.0% | +47.0% | -29.0% | -8.5% |
| 5Y | +109.4% | +48.4% | +61.0% | +55.8% |
| All | +178.5% | +97.8% | +80.7% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling