+107.2%
XBI vs PRU
+46.6%
+60.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | +2.9% | -0.4% | +3.3% | +2.9% |
| 3M | +26.2% | +16.4% | +9.8% | +18.3% |
| 6M | +30.7% | +26.0% | +4.7% | +18.2% |
| YTD | +32.9% | +9.9% | +23.0% | +26.7% |
| 1Y | +72.3% | +18.8% | +53.5% | +58.3% |
| 3Y | +107.2% | +45.4% | +61.8% | +56.1% |
| All | +107.2% | +46.6% | +60.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling