+49.6%
PRU vs EXEL
+160.6%
-111.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | +8.4% | -6.5% | +1.2% |
| 30D | +2.7% | +4.1% | -1.4% | +2.3% |
| 3M | +19.5% | +12.4% | +7.0% | +18.2% |
| 6M | +26.6% | +41.5% | -14.9% | +22.5% |
| YTD | +12.3% | +34.6% | -22.3% | +9.0% |
| 1Y | +18.0% | +57.9% | -39.8% | +12.2% |
| All | +49.6% | +160.6% | -111.1% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling