+99.2%
PRU vs XYL
+113.6%
-14.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.6% |
| 7D | +3.8% | +0.6% | +3.2% | +3.4% |
| 30D | +9.0% | -5.7% | +14.7% | +11.8% |
| 3M | +2.1% | -19.8% | +21.9% | +16.2% |
| 6M | +25.4% | -14.2% | +39.6% | +35.3% |
| YTD | +13.5% | -28.1% | +41.6% | +36.5% |
| 1Y | +21.3% | -35.0% | +56.3% | +56.6% |
| 3Y | +55.1% | +2.1% | +53.0% | +40.3% |
| 5Y | +43.6% | -22.1% | +65.7% | +54.8% |
| 10Y | +99.2% | +107.0% | -7.7% | +7.5% |
| All | +99.2% | +113.6% | -14.4% | +7.5% |
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