+251.6%
XLF vs PRU
+135.5%
+116.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.5% |
| 7D | -1.0% | -1.9% | +0.8% | +0.1% |
| 30D | -1.3% | -2.6% | +1.3% | +0.2% |
| 3M | +9.1% | +14.7% | -5.6% | 0.0% |
| 6M | +14.4% | +25.7% | -11.3% | -1.3% |
| YTD | +5.1% | +8.3% | -3.2% | -0.9% |
| 1Y | +8.6% | +17.3% | -8.7% | -2.8% |
| 3Y | +74.4% | +43.2% | +31.3% | +35.0% |
| 5Y | +64.4% | +43.5% | +20.8% | +25.4% |
| 10Y | +251.6% | +134.6% | +117.0% | +78.5% |
| All | +251.6% | +135.5% | +116.1% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling