+955.3%
XBI vs PRU
+235.2%
+720.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.3% |
| 30D | +7.1% | +2.7% | +4.3% | +6.2% |
| 3M | +22.9% | +19.5% | +3.4% | +16.5% |
| 6M | +29.7% | +26.6% | +3.1% | +20.8% |
| YTD | +34.5% | +12.3% | +22.1% | +29.4% |
| 1Y | +76.1% | +18.0% | +58.0% | +66.7% |
| 3Y | +103.2% | +47.0% | +56.2% | +79.7% |
| 5Y | +22.8% | +48.4% | -25.6% | +7.6% |
| 10Y | +176.3% | +142.4% | +33.8% | +101.8% |
| All | +955.3% | +235.2% | +720.1% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling