+45.6%
PRU vs XPO
+271.9%
-226.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +1.9% | +2.7% | -0.8% | +1.2% |
| 30D | -0.4% | -6.2% | +5.8% | +0.9% |
| 3M | +16.4% | -15.4% | +31.8% | +20.6% |
| 6M | +26.0% | +0.7% | +25.3% | +24.6% |
| YTD | +9.9% | +39.8% | -29.9% | -0.7% |
| 1Y | +18.8% | +43.3% | -24.5% | +6.0% |
| 3Y | +45.4% | +166.0% | -120.7% | +6.3% |
| 5Y | +45.6% | +274.2% | -228.6% | -9.4% |
| All | +45.6% | +271.9% | -226.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling