+21.3%
PRU vs XME
+1.1%
+20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +3.8% | -0.2% | +3.9% | +3.8% |
| 30D | +9.0% | -9.2% | +18.2% | +9.8% |
| 3M | +2.1% | -17.8% | +19.9% | +3.7% |
| 6M | +25.4% | -20.0% | +45.4% | +27.8% |
| YTD | +13.5% | -6.6% | +20.1% | +10.6% |
| 1Y | +21.3% | +1.8% | +19.6% | +16.0% |
| All | +21.3% | +1.1% | +20.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling