+168.8%
XLB vs PRU
+102.7%
+66.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.3% |
| 30D | +7.2% | +8.5% | -1.3% | +3.0% |
| 3M | 0.0% | +1.7% | -1.7% | -1.1% |
| 6M | +2.3% | +24.8% | -22.5% | -8.4% |
| YTD | +18.4% | +13.3% | +5.1% | +10.3% |
| 1Y | +23.3% | +21.4% | +2.0% | +11.0% |
| 3Y | +45.2% | +54.8% | -9.6% | +13.9% |
| 5Y | +31.0% | +42.4% | -11.4% | +5.6% |
| 10Y | +168.8% | +98.4% | +70.3% | +68.7% |
| All | +168.8% | +102.7% | +66.1% | +68.7% |
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