+42.2%
PRU vs EXEL
+281.2%
-239.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +8.9% | +13.1% | -4.3% | +7.2% |
| 3M | +0.2% | +36.3% | -36.2% | -3.7% |
| 6M | +23.7% | +34.5% | -10.8% | +18.8% |
| YTD | +13.7% | +57.4% | -43.7% | +6.5% |
| 1Y | +20.6% | +62.9% | -42.3% | +12.2% |
| 3Y | +56.3% | +229.5% | -173.2% | +25.4% |
| All | +42.2% | +281.2% | -239.0% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling