+228.3%
XLI vs PRU
+105.1%
+123.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +2.7% |
| 7D | -0.5% | +3.2% | -3.7% | -2.1% |
| 30D | -0.2% | +7.9% | -8.1% | -4.1% |
| 3M | -8.6% | +1.8% | -10.3% | -9.7% |
| 6M | -2.0% | +24.1% | -26.1% | -12.5% |
| YTD | +9.7% | +12.4% | -2.6% | +2.3% |
| 1Y | +11.4% | +20.9% | -9.5% | 0.0% |
| 3Y | +74.2% | +55.5% | +18.7% | +35.1% |
| 5Y | +70.0% | +42.7% | +27.3% | +35.1% |
| All | +228.3% | +105.1% | +123.1% | +102.3% |
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