+233.4%
PRU vs XHB
+182.7%
+50.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | -0.6% |
| 7D | +3.2% | +1.3% | +1.9% | +2.1% |
| 30D | +7.9% | +11.8% | -3.9% | -1.7% |
| 3M | +1.8% | -3.8% | +5.6% | +4.5% |
| 6M | +24.1% | +4.1% | +20.0% | +17.3% |
| YTD | +12.4% | +4.0% | +8.4% | +4.3% |
| 1Y | +20.9% | +1.6% | +19.3% | +14.1% |
| 3Y | +55.5% | +43.2% | +12.3% | +2.7% |
| 5Y | +42.7% | +35.8% | +6.8% | -6.7% |
| 10Y | +106.1% | +259.3% | -153.1% | -45.3% |
| All | +233.4% | +182.7% | +50.8% | -41.7% |
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 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