+43.6%
XLE vs PRU
+19.8%
+23.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.2% |
| 7D | -12.0% | +2.4% | -14.4% | -11.7% |
| 30D | -2.7% | +6.1% | -8.9% | -2.5% |
| 3M | +6.6% | -0.7% | +7.3% | +6.8% |
| 6M | +9.5% | +22.1% | -12.5% | +10.2% |
| YTD | +40.6% | +9.8% | +30.8% | +43.1% |
| 1Y | +43.6% | +19.4% | +24.2% | +42.7% |
| All | +43.6% | +19.8% | +23.8% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling