+233.3%
PRU vs XHB
+173.9%
+59.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.9% |
| 30D | +2.7% | -6.9% | +9.6% | +8.6% |
| 3M | +19.5% | -1.3% | +20.7% | +18.7% |
| 6M | +26.6% | -6.8% | +33.4% | +30.5% |
| YTD | +12.3% | +0.7% | +11.6% | +7.4% |
| 1Y | +18.0% | -11.2% | +29.3% | +24.7% |
| 3Y | +47.0% | +25.3% | +21.7% | +8.9% |
| 5Y | +48.4% | +37.3% | +11.1% | -4.0% |
| 10Y | +142.4% | +211.5% | -69.1% | -27.0% |
| All | +233.3% | +173.9% | +59.4% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling