+83.3%
KRE vs PRU
+97.4%
-14.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +5.0% | +7.9% | -2.9% | -1.7% |
| 3M | -5.7% | +0.9% | -6.6% | -6.9% |
| 6M | +7.5% | +22.4% | -14.8% | -9.5% |
| YTD | +13.8% | +12.7% | +1.2% | +1.5% |
| 1Y | +20.7% | +19.6% | +1.1% | +2.4% |
| 3Y | +90.1% | +54.0% | +36.1% | +30.5% |
| 5Y | +11.5% | +41.0% | -29.5% | -17.6% |
| All | +83.3% | +97.4% | -14.1% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling