+134.6%
PRU vs XHB
+202.9%
-68.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.5% |
| 7D | -1.9% | -1.9% | 0.0% | -0.6% |
| 30D | -2.6% | -8.3% | +5.7% | +3.2% |
| 3M | +14.7% | -7.1% | +21.8% | +19.1% |
| 6M | +25.7% | -5.3% | +30.9% | +27.6% |
| YTD | +8.3% | -3.2% | +11.5% | +7.3% |
| 1Y | +17.3% | -13.9% | +31.2% | +26.0% |
| 3Y | +43.2% | +24.9% | +18.3% | +10.2% |
| 5Y | +43.5% | +34.5% | +9.0% | +0.2% |
| 10Y | +134.6% | +215.5% | -80.9% | -24.5% |
| All | +134.6% | +202.9% | -68.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling