+906.8%
XLE vs PRU
+806.6%
+100.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +2.2% | +1.9% | +0.3% | +1.4% |
| 30D | +11.8% | +2.7% | +9.1% | +10.5% |
| 3M | +9.8% | +19.5% | -9.6% | +2.3% |
| 6M | +15.6% | +26.6% | -11.1% | +4.8% |
| YTD | +45.3% | +12.3% | +32.9% | +37.4% |
| 1Y | +48.3% | +18.0% | +30.3% | +37.4% |
| 3Y | +55.4% | +47.0% | +8.4% | +31.0% |
| 5Y | +216.1% | +48.4% | +167.7% | +163.6% |
| 10Y | +178.4% | +142.4% | +36.0% | +92.3% |
| All | +906.8% | +806.6% | +100.2% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling