+167.2%
XLE vs PRU
+115.4%
+51.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.5% |
| 7D | -12.0% | +2.4% | -14.4% | -13.6% |
| 30D | -2.7% | +6.1% | -8.9% | -6.8% |
| 3M | +6.6% | -0.7% | +7.3% | +6.1% |
| 6M | +9.5% | +22.1% | -12.5% | -4.3% |
| YTD | +40.6% | +9.8% | +30.8% | +29.4% |
| 1Y | +43.6% | +19.4% | +24.2% | +25.2% |
| 3Y | +58.1% | +50.4% | +7.7% | +15.5% |
| 5Y | +152.2% | +37.2% | +115.0% | +90.2% |
| All | +167.2% | +115.4% | +51.8% | +46.3% |
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