+136.0%
XLC vs PRU
+91.5%
+44.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.7% |
| 7D | +3.7% | +3.6% | +0.1% | +2.4% |
| 30D | -1.9% | +8.9% | -10.8% | -5.0% |
| 3M | -3.1% | +0.2% | -3.3% | -3.3% |
| 6M | -6.4% | +23.7% | -30.1% | -13.5% |
| YTD | -6.8% | +13.7% | -20.6% | -11.7% |
| 1Y | -1.7% | +20.6% | -22.3% | -8.8% |
| 3Y | +64.7% | +56.3% | +8.4% | +37.2% |
| 5Y | +41.1% | +42.3% | -1.2% | +20.2% |
| All | +136.0% | +91.5% | +44.5% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling