+22.3%
XBI vs PRU
+42.1%
-19.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | -1.1% | +3.6% | -4.7% | -2.6% |
| 30D | +2.6% | +8.9% | -6.3% | -1.1% |
| 3M | -4.0% | +0.2% | -4.2% | -4.3% |
| 6M | +10.9% | +23.7% | -12.8% | +0.4% |
| YTD | +23.6% | +13.7% | +9.8% | +15.5% |
| 1Y | +35.1% | +20.6% | +14.5% | +22.8% |
| 3Y | +125.2% | +56.3% | +68.9% | +75.9% |
| All | +22.3% | +42.1% | -19.8% | +1.7% |
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