+164.2%
XLB vs PRU
+99.2%
+64.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +0.5% | +3.6% | -3.1% | -1.1% |
| 30D | +5.2% | +8.9% | -3.7% | +0.9% |
| 3M | +0.3% | +0.2% | +0.1% | 0.0% |
| 6M | +1.2% | +23.7% | -22.6% | -9.1% |
| YTD | +16.6% | +13.7% | +2.9% | +8.4% |
| 1Y | +21.4% | +20.6% | +0.8% | +9.7% |
| 3Y | +43.2% | +56.3% | -13.1% | +11.8% |
| 5Y | +28.0% | +42.3% | -14.3% | +3.2% |
| All | +164.2% | +99.2% | +64.9% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling