+37.0%
PRU vs EXEL
+260.1%
-223.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.8% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +6.1% | +19.0% | -12.9% | +3.8% |
| 3M | -0.7% | +33.3% | -34.0% | -4.4% |
| 6M | +22.1% | +42.9% | -20.8% | +16.2% |
| YTD | +9.8% | +58.7% | -48.9% | +2.6% |
| 1Y | +19.4% | +70.5% | -51.2% | +10.3% |
| 3Y | +50.4% | +233.8% | -183.5% | +20.3% |
| All | +37.0% | +260.1% | -223.1% | +6.2% |
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