+146.7%
XEL vs PRU
+139.4%
+7.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | +1.3% | +1.9% | -0.6% | +0.9% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -0.2% | +16.4% | -16.6% | -3.3% |
| 6M | -5.4% | +26.0% | -31.5% | -10.0% |
| YTD | +5.6% | +9.9% | -4.3% | +3.2% |
| 1Y | +10.5% | +18.8% | -8.3% | +6.1% |
| 3Y | +49.2% | +45.3% | +3.8% | +35.7% |
| 5Y | +30.1% | +45.6% | -15.5% | +16.8% |
| 10Y | +146.7% | +139.6% | +7.1% | +87.4% |
| All | +146.7% | +139.4% | +7.3% | +87.4% |
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