+744.7%
XLB vs PRU
+809.8%
-65.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.8% |
| 7D | -0.4% | +4.8% | -5.2% | -2.0% |
| 30D | +5.2% | +7.9% | -2.6% | +2.4% |
| 3M | -0.1% | +3.1% | -3.2% | -1.3% |
| 6M | +2.4% | +25.2% | -22.8% | -5.5% |
| YTD | +16.9% | +12.7% | +4.1% | +11.3% |
| 1Y | +25.0% | +23.5% | +1.6% | +15.4% |
| 3Y | +40.7% | +50.6% | -9.9% | +20.1% |
| 5Y | +31.6% | +40.9% | -9.3% | +14.3% |
| 10Y | +175.3% | +125.5% | +49.8% | +94.9% |
| All | +744.7% | +809.8% | -65.1% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling