+33.0%
KRE vs PRU
+45.5%
-12.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.6% |
| 7D | +2.3% | +1.9% | +0.4% | +0.6% |
| 30D | -2.5% | -0.4% | -2.1% | -2.2% |
| 3M | +6.2% | +16.4% | -10.2% | -7.3% |
| 6M | +15.8% | +26.0% | -10.2% | -6.1% |
| YTD | +16.0% | +9.9% | +6.1% | +5.4% |
| 1Y | +16.2% | +18.8% | -2.6% | -1.6% |
| 3Y | +86.4% | +45.4% | +41.1% | +29.3% |
| 5Y | +33.0% | +45.6% | -12.6% | -8.6% |
| All | +33.0% | +45.5% | -12.5% | -8.6% |
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