+37.7%
XLC vs PRU
+48.6%
-10.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.8% | +1.9% | -2.7% | -1.6% |
| 30D | +1.0% | +2.7% | -1.7% | -0.1% |
| 3M | -0.7% | +19.5% | -20.2% | -8.1% |
| 6M | -5.1% | +26.6% | -31.8% | -14.6% |
| YTD | -4.3% | +12.3% | -16.6% | -9.5% |
| 1Y | -0.6% | +18.0% | -18.6% | -8.2% |
| 3Y | +72.7% | +47.0% | +25.7% | +40.0% |
| All | +37.7% | +48.6% | -10.9% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling