+97.7%
PRU vs XME
+260.6%
-162.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.8% |
| 7D | +3.6% | +0.3% | +3.3% | +3.3% |
| 30D | +8.9% | -6.1% | +15.0% | +12.0% |
| 3M | +0.2% | -18.6% | +18.8% | +10.7% |
| 6M | +23.7% | -23.9% | +47.6% | +39.5% |
| YTD | +13.7% | -9.3% | +23.1% | +13.0% |
| 1Y | +20.6% | +1.8% | +18.9% | +11.2% |
| 3Y | +56.3% | +93.0% | -36.7% | -8.7% |
| 5Y | +42.3% | +107.0% | -64.7% | -25.8% |
| All | +97.7% | +260.6% | -162.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling