+134.7%
PRU vs XYL
+149.5%
-14.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | -3.8% | -1.2% | -2.6% | -3.1% |
| 30D | -2.0% | -13.2% | +11.2% | +7.5% |
| 3M | +14.0% | -0.2% | +14.1% | +13.0% |
| 6M | +27.2% | -12.5% | +39.7% | +37.2% |
| YTD | +9.1% | -20.9% | +30.0% | +25.1% |
| 1Y | +18.1% | -21.6% | +39.6% | +35.9% |
| 3Y | +44.3% | +16.1% | +28.1% | +21.2% |
| 5Y | +45.7% | -15.6% | +61.3% | +50.9% |
| All | +134.7% | +149.5% | -14.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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