+10.5%
XEL vs PRU
+19.3%
-8.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -0.2% | +16.4% | -16.6% | -1.6% |
| 6M | -5.4% | +26.0% | -31.5% | -7.0% |
| YTD | +5.6% | +9.9% | -4.3% | +3.9% |
| 1Y | +10.5% | +18.8% | -8.3% | +8.6% |
| All | +10.5% | +19.3% | -8.8% | +8.6% |
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