-5.8%
XLC vs PRU
+27.9%
-33.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +1.5% |
| 7D | +1.8% | +9.8% | -8.0% | -0.9% |
| 30D | -6.0% | +11.6% | -17.5% | -8.9% |
| 3M | -6.0% | +3.7% | -9.7% | -7.2% |
| 6M | -9.1% | +33.0% | -42.0% | -15.3% |
| YTD | -10.0% | +16.6% | -26.6% | -13.8% |
| 1Y | -5.8% | +26.9% | -32.7% | -11.1% |
| All | -5.8% | +27.9% | -33.7% | -11.1% |
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