+228.0%
XLI vs PRU
+107.2%
+120.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -1.5% | +3.8% | -5.3% | -3.4% |
| 30D | -0.3% | +9.0% | -9.3% | -4.7% |
| 3M | -8.4% | +2.1% | -10.5% | -9.6% |
| 6M | -2.1% | +25.4% | -27.5% | -13.0% |
| YTD | +9.6% | +13.5% | -3.9% | +1.7% |
| 1Y | +10.7% | +21.3% | -10.7% | -0.8% |
| 3Y | +71.6% | +55.1% | +16.4% | +33.2% |
| 5Y | +70.8% | +43.6% | +27.2% | +35.4% |
| 10Y | +228.0% | +99.2% | +128.7% | +101.1% |
| All | +228.0% | +107.2% | +120.7% | +101.1% |
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 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