+175.3%
XEL vs PRU
+115.4%
+59.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.1% |
| 7D | +1.1% | +3.2% | -2.1% | +0.4% |
| 30D | +8.7% | +7.9% | +0.7% | +6.9% |
| 3M | +3.5% | +1.8% | +1.7% | +3.0% |
| 6M | +2.6% | +24.1% | -21.6% | -2.1% |
| YTD | +11.1% | +12.4% | -1.3% | +7.9% |
| 1Y | +2.2% | +20.9% | -18.7% | -2.4% |
| 3Y | +51.1% | +55.5% | -4.4% | +35.1% |
| 5Y | +48.0% | +42.7% | +5.4% | +33.3% |
| 10Y | +175.3% | +106.1% | +69.2% | +108.5% |
| All | +175.3% | +115.4% | +59.9% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling