+106.1%
PRU vs EXEL
+445.6%
-339.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.8% |
| 7D | +3.2% | +2.3% | +0.9% | +2.7% |
| 30D | +7.9% | +19.8% | -11.9% | +4.4% |
| 3M | +1.8% | +32.7% | -30.9% | -3.5% |
| 6M | +24.1% | +49.0% | -24.8% | +14.8% |
| YTD | +12.4% | +63.7% | -51.3% | +1.5% |
| 1Y | +20.9% | +75.8% | -54.9% | +7.5% |
| 3Y | +55.5% | +241.3% | -185.8% | +17.2% |
| 5Y | +42.7% | +289.0% | -246.4% | +2.5% |
| 10Y | +106.1% | +377.6% | -271.5% | +38.6% |
| All | +106.1% | +445.6% | -339.4% | +38.6% |
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