+163.9%
XLE vs PRU
+115.4%
+48.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.9% |
| 7D | -7.9% | +3.2% | -11.1% | -10.0% |
| 30D | -4.8% | +7.9% | -12.7% | -9.7% |
| 3M | +8.4% | +1.8% | +6.6% | +6.2% |
| 6M | +12.7% | +24.1% | -11.5% | -2.6% |
| YTD | +41.3% | +12.4% | +28.9% | +28.3% |
| 1Y | +42.3% | +20.9% | +21.4% | +23.2% |
| 3Y | +65.1% | +55.5% | +9.6% | +18.1% |
| 5Y | +150.2% | +42.7% | +107.5% | +84.0% |
| 10Y | +163.9% | +106.1% | +57.8% | +44.4% |
| All | +163.9% | +115.4% | +48.5% | +44.4% |
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