+64.6%
XLC vs PRU
+56.1%
+8.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +3.5% | -2.8% | +6.3% | +4.5% |
| 30D | -2.6% | +8.5% | -11.1% | -5.5% |
| 3M | -2.1% | +1.7% | -3.8% | -2.9% |
| 6M | -5.5% | +24.8% | -30.2% | -13.0% |
| YTD | -6.9% | +13.3% | -20.2% | -11.5% |
| 1Y | -3.7% | +21.4% | -25.1% | -11.0% |
| All | +64.6% | +56.1% | +8.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling