+134.0%
XLC vs PRU
+91.1%
+42.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | 0.0% |
| 7D | +6.2% | +3.8% | +2.5% | +4.8% |
| 30D | -2.4% | +9.0% | -11.4% | -5.5% |
| 3M | -3.3% | +2.1% | -5.5% | -4.2% |
| 6M | -7.3% | +25.4% | -32.7% | -14.8% |
| YTD | -7.6% | +13.5% | -21.1% | -12.4% |
| 1Y | -3.7% | +21.3% | -25.0% | -10.9% |
| 3Y | +62.9% | +55.1% | +7.8% | +36.1% |
| 5Y | +41.6% | +43.6% | -1.9% | +20.4% |
| All | +134.0% | +91.1% | +42.9% | +66.7% |
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