+99.2%
PRU vs XME
+270.2%
-170.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.1% |
| 7D | +3.8% | -0.2% | +3.9% | +3.6% |
| 30D | +9.0% | -9.2% | +18.2% | +14.2% |
| 3M | +2.1% | -17.8% | +19.9% | +12.3% |
| 6M | +25.4% | -20.0% | +45.4% | +37.5% |
| YTD | +13.5% | -6.6% | +20.1% | +11.0% |
| 1Y | +21.3% | +1.8% | +19.6% | +12.0% |
| 3Y | +55.1% | +98.7% | -43.6% | -10.8% |
| 5Y | +43.6% | +123.9% | -80.3% | -28.9% |
| 10Y | +99.2% | +277.9% | -178.6% | -41.2% |
| All | +99.2% | +270.2% | -170.9% | -41.2% |
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