+874.4%
XLE vs PRU
+809.8%
+64.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.7% |
| 7D | -10.3% | +4.8% | -15.1% | -12.1% |
| 30D | -3.3% | +7.9% | -11.2% | -6.4% |
| 3M | +8.2% | +3.1% | +5.1% | +6.4% |
| 6M | +5.0% | +25.2% | -20.2% | -4.4% |
| YTD | +40.6% | +12.7% | +27.8% | +32.3% |
| 1Y | +45.0% | +23.5% | +21.5% | +31.6% |
| 3Y | +56.3% | +50.6% | +5.7% | +30.1% |
| 5Y | +152.2% | +40.9% | +111.4% | +113.5% |
| 10Y | +173.0% | +125.5% | +47.5% | +92.2% |
| All | +874.4% | +809.8% | +64.5% | +238.9% |
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 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