+42.2%
PRU vs XLRE
+9.1%
+33.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | +0.8% | +2.8% | +3.0% |
| 30D | +8.9% | +6.9% | +1.9% | +4.2% |
| 3M | +0.2% | -0.8% | +1.0% | +0.8% |
| 6M | +23.7% | +2.1% | +21.6% | +22.0% |
| YTD | +13.7% | +12.6% | +1.1% | +4.9% |
| 1Y | +20.6% | +12.5% | +8.1% | +11.3% |
| 3Y | +56.3% | +44.2% | +12.1% | +20.9% |
| All | +42.2% | +9.1% | +33.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling