+19.6%
PRU vs EXEL
+62.5%
-42.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | 0.0% | +1.6% | -1.7% | -0.1% |
| 30D | +7.9% | +17.4% | -9.4% | +8.0% |
| 3M | +0.9% | +38.6% | -37.7% | +1.3% |
| 6M | +22.4% | +41.2% | -18.9% | +23.2% |
| YTD | +12.7% | +59.3% | -46.6% | +13.6% |
| 1Y | +19.6% | +60.2% | -40.6% | +21.0% |
| All | +19.6% | +62.5% | -42.9% | +21.0% |
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