+17.3%
PRU vs XHB
-16.0%
+33.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | -2.6% | -8.3% | +5.7% | -0.7% |
| 3M | +14.7% | -7.1% | +21.8% | +16.0% |
| 6M | +25.7% | -5.3% | +30.9% | +26.0% |
| YTD | +8.3% | -3.2% | +11.5% | +6.7% |
| 1Y | +17.3% | -13.9% | +31.2% | +19.2% |
| All | +17.3% | -16.0% | +33.3% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling