+14.7%
XLF vs PRU
+27.9%
-13.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +0.7% |
| 7D | +5.5% | +9.8% | -4.3% | +1.3% |
| 30D | +9.9% | +11.6% | -1.7% | +4.8% |
| 3M | +2.6% | +3.7% | -1.0% | +0.8% |
| 6M | +15.6% | +33.0% | -17.4% | +2.9% |
| YTD | +9.4% | +16.6% | -7.2% | +1.5% |
| 1Y | +14.7% | +26.9% | -12.2% | +1.5% |
| All | +14.7% | +27.9% | -13.2% | +1.5% |
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