+98.4%
PRU vs XPO
+1,289.5%
-1,191.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | +8.5% | +4.7% | +3.8% | +6.8% |
| 3M | +1.7% | -7.1% | +8.8% | +3.6% |
| 6M | +24.8% | -6.3% | +31.0% | +25.9% |
| YTD | +13.3% | +39.1% | -25.8% | -1.1% |
| 1Y | +21.4% | +36.7% | -15.3% | +6.3% |
| 3Y | +54.8% | +127.4% | -72.6% | +7.1% |
| 5Y | +42.4% | +315.0% | -272.6% | -26.3% |
| 10Y | +98.4% | +1,263.5% | -1,165.0% | -35.1% |
| All | +98.4% | +1,289.5% | -1,191.0% | -35.1% |
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