+592.5%
PRU vs XPO
+10,043.1%
-9,450.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.3% |
| 7D | +3.2% | -1.9% | +5.1% | +3.5% |
| 30D | +7.9% | +2.5% | +5.4% | +7.4% |
| 3M | +1.8% | -7.2% | +9.0% | +2.9% |
| 6M | +24.1% | -8.1% | +32.2% | +25.3% |
| YTD | +12.4% | +38.3% | -26.0% | +5.0% |
| 1Y | +20.9% | +33.6% | -12.7% | +13.6% |
| 3Y | +55.5% | +133.1% | -77.6% | +29.9% |
| 5Y | +42.7% | +308.9% | -266.3% | +5.5% |
| 10Y | +106.1% | +1,371.8% | -1,265.6% | +26.6% |
| All | +592.5% | +10,043.1% | -9,450.6% | +253.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling