+29.5%
XLB vs PRU
+27.9%
+1.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.1% | +0.8% |
| 7D | +3.9% | +9.8% | -5.8% | +1.5% |
| 30D | +8.9% | +11.6% | -2.7% | +5.9% |
| 3M | +4.1% | +3.7% | +0.4% | +2.9% |
| 6M | +7.3% | +33.0% | -25.7% | 0.0% |
| YTD | +20.4% | +16.6% | +3.8% | +14.4% |
| 1Y | +29.5% | +26.9% | +2.6% | +17.3% |
| All | +29.5% | +27.9% | +1.7% | +17.3% |
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