+17.3%
PRU vs XME
+42.3%
-24.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -2.6% | +1.4% | -4.0% | -2.7% |
| 3M | +14.7% | +2.7% | +12.0% | +14.5% |
| 6M | +25.7% | +6.5% | +19.2% | +24.5% |
| YTD | +8.3% | +15.2% | -6.9% | +5.6% |
| 1Y | +17.3% | +43.5% | -26.2% | +14.4% |
| All | +17.3% | +42.3% | -24.9% | +14.4% |
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