+50.4%
PRU vs XME
+84.7%
-34.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.5% |
| 7D | +2.4% | -4.5% | +6.9% | +3.6% |
| 30D | +6.1% | -10.9% | +17.0% | +9.2% |
| 3M | -0.7% | -15.3% | +14.5% | +3.1% |
| 6M | +22.1% | -24.6% | +46.7% | +30.7% |
| YTD | +9.8% | -9.6% | +19.4% | +8.4% |
| 1Y | +19.4% | +2.9% | +16.4% | +11.4% |
| 3Y | +50.4% | +86.9% | -36.5% | +2.4% |
| All | +50.4% | +84.7% | -34.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling