+127.5%
XLC vs PRU
+84.8%
+42.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.4% |
| 7D | +4.9% | +2.4% | +2.5% | +3.9% |
| 30D | -5.8% | +6.1% | -11.9% | -7.9% |
| 3M | -5.4% | -0.7% | -4.7% | -5.4% |
| 6M | -10.2% | +22.1% | -32.2% | -16.7% |
| YTD | -10.2% | +9.8% | -20.0% | -13.7% |
| 1Y | -5.6% | +19.4% | -25.0% | -12.2% |
| 3Y | +61.0% | +50.4% | +10.6% | +36.0% |
| 5Y | +35.2% | +37.2% | -1.9% | +16.8% |
| All | +127.5% | +84.8% | +42.7% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling