+224.2%
PRU vs XME
+169.9%
+54.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -4.7% |
| 7D | +2.4% | -4.5% | +6.9% | +5.1% |
| 30D | +6.1% | -10.9% | +17.0% | +13.1% |
| 3M | -0.7% | -15.3% | +14.5% | +8.1% |
| 6M | +22.1% | -24.6% | +46.7% | +40.0% |
| YTD | +9.8% | -9.6% | +19.4% | +9.9% |
| 1Y | +19.4% | +2.9% | +16.4% | +9.3% |
| 3Y | +50.4% | +86.9% | -36.5% | -10.3% |
| 5Y | +37.2% | +115.2% | -78.0% | -29.5% |
| 10Y | +119.5% | +305.7% | -186.2% | -29.8% |
| All | +224.2% | +169.9% | +54.4% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling