+2.7%
XEL vs PRU
+22.1%
-19.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +1.7% | +3.8% | -2.1% | +1.3% |
| 30D | +8.6% | +9.0% | -0.4% | +7.7% |
| 3M | +5.1% | +2.1% | +2.9% | +4.6% |
| 6M | +2.5% | +25.4% | -22.9% | +1.3% |
| YTD | +11.0% | +13.5% | -2.5% | +7.8% |
| 1Y | +2.7% | +21.3% | -18.6% | +1.6% |
| All | +2.7% | +22.1% | -19.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling