+54.8%
XLF vs PRU
+36.1%
+18.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +1.0% |
| 7D | +1.2% | +2.4% | -1.2% | -0.3% |
| 30D | +6.3% | +6.1% | +0.2% | +2.5% |
| 3M | -0.8% | -0.7% | 0.0% | -0.6% |
| 6M | +11.0% | +22.1% | -11.0% | -2.0% |
| YTD | +5.6% | +9.8% | -4.1% | -1.1% |
| 1Y | +10.8% | +19.4% | -8.6% | -1.7% |
| 3Y | +77.8% | +50.4% | +27.4% | +32.1% |
| All | +54.8% | +36.1% | +18.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling