+800.4%
PRU vs EXEL
+287.5%
+512.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | +8.4% | -6.5% | +0.2% |
| 30D | +2.7% | +4.1% | -1.4% | +1.7% |
| 3M | +19.5% | +12.4% | +7.0% | +16.3% |
| 6M | +26.6% | +41.5% | -14.9% | +17.2% |
| YTD | +12.3% | +34.6% | -22.3% | +4.7% |
| 1Y | +18.0% | +57.9% | -39.8% | +5.9% |
| 3Y | +47.0% | +159.5% | -112.5% | +16.0% |
| 5Y | +48.4% | +198.5% | -150.1% | +11.6% |
| 10Y | +142.4% | +411.4% | -268.9% | +47.0% |
| All | +800.4% | +287.5% | +512.9% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling