+20.8%
XBI vs PRU
+43.7%
-23.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -3.6% | -1.9% | -1.7% | -2.9% |
| 30D | +0.9% | -2.6% | +3.4% | +1.9% |
| 3M | +21.4% | +14.7% | +6.7% | +13.9% |
| 6M | +25.5% | +25.7% | -0.2% | +12.7% |
| YTD | +30.8% | +8.3% | +22.6% | +25.1% |
| 1Y | +68.6% | +17.3% | +51.3% | +54.8% |
| 3Y | +103.9% | +43.2% | +60.8% | +65.7% |
| 5Y | +20.8% | +43.5% | -22.8% | -1.6% |
| All | +20.8% | +43.7% | -23.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling