+358.7%
PRU vs XYL
+449.8%
-91.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | +0.4% |
| 7D | +1.9% | -5.0% | +6.9% | +5.3% |
| 30D | +2.7% | -13.2% | +15.9% | +12.4% |
| 3M | +19.5% | -3.7% | +23.2% | +21.4% |
| 6M | +26.6% | -17.7% | +44.3% | +41.8% |
| YTD | +12.3% | -21.5% | +33.9% | +28.9% |
| 1Y | +18.0% | -24.5% | +42.5% | +38.7% |
| 3Y | +47.0% | +6.9% | +40.1% | +33.2% |
| 5Y | +48.4% | -18.1% | +66.5% | +56.1% |
| 10Y | +142.4% | +134.7% | +7.7% | +27.4% |
| All | +358.7% | +449.8% | -91.0% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling