+55.5%
PRU vs XPO
+129.7%
-74.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.0% |
| 7D | +3.2% | -1.9% | +5.1% | +3.5% |
| 30D | +7.9% | +2.5% | +5.4% | +7.2% |
| 3M | +1.8% | -7.2% | +9.0% | +3.2% |
| 6M | +24.1% | -8.1% | +32.2% | +25.5% |
| YTD | +12.4% | +38.3% | -26.0% | +1.8% |
| 1Y | +20.9% | +33.6% | -12.7% | +10.3% |
| 3Y | +55.5% | +133.1% | -77.6% | +22.7% |
| All | +55.5% | +129.7% | -74.2% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling