+45.4%
PRU vs XHB
+26.5%
+18.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.2% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -0.4% | -9.1% | +8.6% | +3.2% |
| 3M | +16.4% | -2.3% | +18.7% | +16.5% |
| 6M | +26.0% | -4.1% | +30.2% | +26.7% |
| YTD | +9.9% | -1.7% | +11.6% | +8.7% |
| 1Y | +18.8% | -15.1% | +33.9% | +25.4% |
| 3Y | +45.4% | +26.8% | +18.5% | +22.7% |
| All | +45.4% | +26.5% | +18.9% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling