+163.9%
XLE vs PRU
+107.2%
+56.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -6.7% | +3.8% | -10.5% | -9.1% |
| 30D | -4.4% | +9.0% | -13.4% | -9.9% |
| 3M | +4.0% | +2.1% | +1.8% | +1.7% |
| 6M | +13.2% | +25.4% | -12.2% | -2.8% |
| YTD | +41.9% | +13.5% | +28.4% | +28.0% |
| 1Y | +41.6% | +21.3% | +20.3% | +22.3% |
| 3Y | +64.0% | +55.1% | +8.9% | +17.5% |
| 5Y | +158.1% | +43.6% | +114.5% | +89.0% |
| 10Y | +163.9% | +99.2% | +64.7% | +42.1% |
| All | +163.9% | +107.2% | +56.7% | +42.1% |
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