+869.9%
XBI vs PRU
+239.4%
+630.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.7% |
| 7D | -1.1% | +3.6% | -4.7% | -2.1% |
| 30D | +2.6% | +8.9% | -6.3% | +0.1% |
| 3M | -4.0% | +0.2% | -4.2% | -4.2% |
| 6M | +10.9% | +23.7% | -12.8% | +4.0% |
| YTD | +23.6% | +13.7% | +9.8% | +18.4% |
| 1Y | +35.1% | +20.6% | +14.5% | +27.2% |
| 3Y | +125.2% | +56.3% | +68.9% | +95.5% |
| 5Y | +19.7% | +42.3% | -22.6% | +6.0% |
| 10Y | +130.6% | +99.3% | +31.3% | +76.6% |
| All | +869.9% | +239.4% | +630.5% | +467.2% |
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