+698.9%
XEL vs PRU
+785.9%
-87.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.5% |
| 7D | -0.2% | +2.4% | -2.6% | -0.6% |
| 30D | +10.0% | +6.1% | +3.9% | +9.0% |
| 3M | +4.3% | -0.7% | +5.1% | +4.4% |
| 6M | +0.5% | +22.1% | -21.6% | -2.8% |
| YTD | +10.4% | +9.8% | +0.6% | +8.4% |
| 1Y | +2.0% | +19.4% | -17.4% | -1.2% |
| 3Y | +45.6% | +50.4% | -4.8% | +35.0% |
| 5Y | +46.6% | +37.2% | +9.5% | +36.8% |
| 10Y | +168.3% | +119.5% | +48.8% | +121.8% |
| All | +698.9% | +785.9% | -87.0% | +323.6% |
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 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