+58.1%
XLE vs PRU
+50.4%
+7.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.0% |
| 7D | -10.3% | +4.8% | -15.1% | -11.8% |
| 30D | -3.3% | +7.9% | -11.2% | -6.0% |
| 3M | +8.2% | +3.1% | +5.1% | +6.7% |
| 6M | +5.0% | +25.2% | -20.2% | -3.9% |
| YTD | +40.6% | +12.7% | +27.8% | +33.8% |
| 1Y | +45.0% | +23.5% | +21.5% | +32.0% |
| All | +58.1% | +50.4% | +7.7% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling