+24.2%
XLB vs PRU
+22.1%
+2.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.5% | +3.8% | -3.3% | -0.5% |
| 30D | +6.9% | +9.0% | -2.1% | +4.6% |
| 3M | -0.2% | +2.1% | -2.3% | -0.9% |
| 6M | +3.3% | +25.4% | -22.1% | -2.3% |
| YTD | +18.0% | +13.5% | +4.5% | +12.9% |
| 1Y | +24.2% | +21.3% | +2.9% | +14.3% |
| All | +24.2% | +22.1% | +2.2% | +14.3% |
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