+67.4%
XLF vs PRU
+48.6%
+18.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | 0.0% | +1.9% | -1.9% | -1.1% |
| 30D | +0.2% | +2.7% | -2.5% | -1.5% |
| 3M | +11.7% | +19.5% | -7.7% | +0.1% |
| 6M | +13.8% | +26.6% | -12.9% | -1.9% |
| YTD | +7.0% | +12.3% | -5.3% | -1.1% |
| 1Y | +9.1% | +18.0% | -8.9% | -2.4% |
| 3Y | +75.6% | +47.0% | +28.6% | +32.8% |
| All | +67.4% | +48.6% | +18.9% | +24.0% |
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