+742.6%
XLB vs PRU
+806.6%
-63.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | -0.4% | +2.7% | -3.1% | -1.4% |
| 3M | +2.0% | +19.5% | -17.5% | -4.3% |
| 6M | +1.8% | +26.6% | -24.8% | -6.5% |
| YTD | +16.6% | +12.3% | +4.2% | +11.3% |
| 1Y | +16.9% | +18.0% | -1.1% | +9.6% |
| 3Y | +32.6% | +47.0% | -14.5% | +14.2% |
| 5Y | +35.6% | +48.4% | -12.8% | +15.8% |
| 10Y | +160.0% | +142.4% | +17.6% | +80.2% |
| All | +742.6% | +806.6% | -63.9% | +170.2% |
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