+226.1%
XLI vs PRU
+99.2%
+126.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.8% | +3.6% | +0.1% | +2.0% |
| 30D | +1.0% | +8.9% | -7.8% | -3.3% |
| 3M | -8.9% | +0.2% | -9.1% | -9.3% |
| 6M | -2.3% | +23.7% | -26.0% | -12.6% |
| YTD | +9.7% | +13.7% | -4.1% | +1.6% |
| 1Y | +12.3% | +20.6% | -8.3% | +1.0% |
| 3Y | +71.5% | +56.3% | +15.1% | +32.6% |
| 5Y | +70.2% | +42.3% | +27.8% | +35.5% |
| All | +226.1% | +99.2% | +126.8% | +100.3% |
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