+134.7%
PRU vs XPO
+1,517.7%
-1,383.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -3.8% | -1.3% | -2.5% | -3.5% |
| 30D | -2.0% | -10.4% | +8.3% | +1.3% |
| 3M | +14.0% | -15.7% | +29.6% | +19.7% |
| 6M | +27.2% | -6.3% | +33.6% | +28.3% |
| YTD | +9.1% | +34.2% | -25.1% | -3.5% |
| 1Y | +18.1% | +39.9% | -21.9% | +2.1% |
| 3Y | +44.3% | +155.2% | -111.0% | -4.8% |
| 5Y | +45.7% | +264.7% | -219.0% | -21.2% |
| All | +134.7% | +1,517.7% | -1,383.1% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling