+158.7%
PRU vs XLRE
+115.9%
+42.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | +0.8% | +2.8% | +2.9% |
| 30D | +8.9% | +6.9% | +1.9% | +3.1% |
| 3M | +0.2% | -0.8% | +1.0% | +0.9% |
| 6M | +23.7% | +2.1% | +21.6% | +21.5% |
| YTD | +13.7% | +12.6% | +1.1% | +2.7% |
| 1Y | +20.6% | +12.5% | +8.1% | +9.0% |
| 3Y | +56.3% | +44.2% | +12.1% | +12.5% |
| 5Y | +42.3% | +9.1% | +33.2% | +28.5% |
| 10Y | +99.3% | +111.8% | -12.5% | +12.4% |
| All | +158.7% | +115.9% | +42.7% | +36.6% |
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