+159.6%
XLB vs PRU
+139.4%
+20.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -0.2% | +1.9% | -2.2% | -1.2% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +4.4% | +16.4% | -12.1% | -3.2% |
| 6M | +5.0% | +26.0% | -21.0% | -6.4% |
| YTD | +15.5% | +9.9% | +5.6% | +9.3% |
| 1Y | +14.9% | +18.8% | -3.8% | +4.6% |
| 3Y | +34.5% | +45.3% | -10.8% | +9.0% |
| 5Y | +36.5% | +45.6% | -9.0% | +9.1% |
| 10Y | +159.6% | +139.6% | +20.0% | +53.8% |
| All | +159.6% | +139.4% | +20.2% | +53.8% |
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