+12.3%
XLI vs PRU
+27.9%
-15.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.7% | -2.5% |
| 7D | +0.6% | +9.8% | -9.2% | -1.6% |
| 30D | -0.4% | +11.6% | -12.0% | -3.0% |
| 3M | -8.8% | +3.7% | -12.5% | -9.6% |
| 6M | -0.4% | +33.0% | -33.3% | -7.8% |
| YTD | +10.1% | +16.6% | -6.5% | +3.8% |
| 1Y | +12.3% | +26.9% | -14.6% | +3.1% |
| All | +12.3% | +27.9% | -15.6% | +3.1% |
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