+48.5%
PRU vs EXEL
+199.5%
-151.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | +8.4% | -6.5% | +0.9% |
| 30D | +2.7% | +4.1% | -1.4% | +2.1% |
| 3M | +19.5% | +12.4% | +7.0% | +17.5% |
| 6M | +26.6% | +41.5% | -14.9% | +20.5% |
| YTD | +12.3% | +34.6% | -22.3% | +7.4% |
| 1Y | +18.0% | +57.9% | -39.8% | +9.8% |
| 3Y | +47.0% | +159.5% | -112.5% | +23.3% |
| All | +48.5% | +199.5% | -151.0% | +13.4% |
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