+18.8%
PRU vs EXEL
+52.8%
-34.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | -0.4% | +6.7% | -7.1% | -0.3% |
| 3M | +16.4% | +11.5% | +5.0% | +16.7% |
| 6M | +26.0% | +38.8% | -12.8% | +26.5% |
| YTD | +9.9% | +31.6% | -21.7% | +10.3% |
| 1Y | +18.8% | +53.0% | -34.2% | +18.9% |
| All | +18.8% | +52.8% | -34.0% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling