+139.6%
PRU vs EXEL
+380.2%
-240.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.8% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -0.4% | +6.7% | -7.1% | -1.6% |
| 3M | +16.4% | +11.5% | +5.0% | +13.9% |
| 6M | +26.0% | +38.8% | -12.8% | +18.0% |
| YTD | +9.9% | +31.6% | -21.7% | +3.7% |
| 1Y | +18.8% | +53.0% | -34.2% | +8.3% |
| 3Y | +45.4% | +160.8% | -115.5% | +16.4% |
| 5Y | +45.6% | +190.1% | -144.5% | +11.8% |
| 10Y | +139.6% | +367.0% | -227.4% | +68.3% |
| All | +139.6% | +380.2% | -240.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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