+142.5%
XLC vs PRU
+89.1%
+53.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.8% | +1.9% | -2.7% | -1.5% |
| 30D | +1.0% | +2.7% | -1.7% | 0.0% |
| 3M | -0.7% | +19.5% | -20.2% | -7.0% |
| 6M | -5.1% | +26.6% | -31.8% | -13.2% |
| YTD | -4.3% | +12.3% | -16.6% | -8.7% |
| 1Y | -0.6% | +18.0% | -18.6% | -7.1% |
| 3Y | +72.7% | +47.0% | +25.7% | +47.1% |
| 5Y | +38.0% | +48.4% | -10.4% | +16.1% |
| All | +142.5% | +89.1% | +53.3% | +73.6% |
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