+744.9%
XLB vs PRU
+809.5%
-64.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | +5.3% | +7.9% | -2.7% | +2.5% |
| 3M | 0.0% | +0.9% | -0.9% | -0.5% |
| 6M | +1.2% | +22.4% | -21.1% | -5.9% |
| YTD | +16.9% | +12.7% | +4.2% | +11.3% |
| 1Y | +20.9% | +19.6% | +1.3% | +12.8% |
| 3Y | +43.3% | +54.0% | -10.7% | +21.4% |
| 5Y | +28.3% | +41.0% | -12.7% | +11.4% |
| 10Y | +165.3% | +97.4% | +67.9% | +95.8% |
| All | +744.9% | +809.5% | -64.6% | +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