+18.0%
PRU vs XPO
+53.4%
-35.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -1.5% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | +2.7% | -3.5% | +6.3% | +3.2% |
| 3M | +19.5% | -11.9% | +31.4% | +21.2% |
| 6M | +26.6% | -10.0% | +36.6% | +27.5% |
| YTD | +12.3% | +42.1% | -29.7% | +4.9% |
| 1Y | +18.0% | +47.6% | -29.5% | +9.9% |
| All | +18.0% | +53.4% | -35.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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