+653.2%
XEL vs PRU
+806.6%
-153.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | -1.0% | +1.9% | -2.8% | -1.2% |
| 30D | -1.9% | +2.7% | -4.6% | -2.3% |
| 3M | -1.9% | +19.5% | -21.4% | -4.6% |
| 6M | -7.4% | +26.6% | -34.1% | -10.9% |
| YTD | +4.1% | +12.3% | -8.3% | +1.9% |
| 1Y | +8.0% | +18.0% | -10.0% | +4.9% |
| 3Y | +48.4% | +47.0% | +1.4% | +38.2% |
| 5Y | +27.2% | +48.4% | -21.2% | +17.3% |
| 10Y | +146.8% | +142.4% | +4.4% | +101.1% |
| All | +653.2% | +806.6% | -153.3% | +298.2% |
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