+149.9%
PRU vs XLRE
+111.8%
+38.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | -0.4% | -2.4% | +2.0% | +1.6% |
| 3M | +16.4% | +0.6% | +15.8% | +15.7% |
| 6M | +26.0% | +3.9% | +22.1% | +21.8% |
| YTD | +9.9% | +10.5% | -0.6% | +0.7% |
| 1Y | +18.8% | +8.4% | +10.4% | +10.5% |
| 3Y | +45.3% | +32.8% | +12.5% | +12.0% |
| 5Y | +45.6% | +7.0% | +38.5% | +33.2% |
| 10Y | +139.6% | +83.8% | +55.8% | +46.8% |
| All | +149.9% | +111.8% | +38.1% | +34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling