+22.5%
XLB vs PRU
+21.1%
+1.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | +7.2% | +8.5% | -1.3% | +5.0% |
| 3M | 0.0% | +1.7% | -1.7% | -0.6% |
| 6M | +2.3% | +24.8% | -22.5% | -3.1% |
| YTD | +18.4% | +13.3% | +5.1% | +13.3% |
| All | +22.5% | +21.1% | +1.4% | +12.3% |
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