+173.9%
XLE vs PRU
+102.7%
+71.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.2% | -2.8% | +2.6% | +1.4% |
| 30D | -4.0% | +8.5% | -12.5% | -9.2% |
| 3M | +4.6% | +1.7% | +2.9% | +2.6% |
| 6M | +12.3% | +24.8% | -12.5% | -3.2% |
| YTD | +44.5% | +13.3% | +31.3% | +30.6% |
| 1Y | +42.4% | +21.4% | +21.0% | +23.0% |
| 3Y | +67.0% | +54.8% | +12.2% | +19.8% |
| 5Y | +161.9% | +42.4% | +119.5% | +92.9% |
| 10Y | +173.9% | +98.4% | +75.4% | +49.4% |
| All | +173.9% | +102.7% | +71.2% | +49.4% |
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