+21.3%
PRU vs XYL
-35.2%
+56.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.6% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | +9.0% | -5.7% | +14.7% | +9.7% |
| 3M | +2.1% | -19.8% | +21.9% | +6.4% |
| 6M | +25.4% | -14.2% | +39.6% | +28.3% |
| YTD | +13.5% | -28.1% | +41.6% | +19.0% |
| 1Y | +21.3% | -35.0% | +56.3% | +34.7% |
| All | +21.3% | -35.2% | +56.5% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling