+252.4%
XLI vs PRU
+139.4%
+113.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.6% |
| 7D | +1.0% | +1.9% | -0.9% | 0.0% |
| 30D | -5.8% | -0.4% | -5.4% | -5.7% |
| 3M | +0.7% | +16.4% | -15.7% | -6.9% |
| 6M | +3.2% | +26.0% | -22.9% | -8.5% |
| YTD | +13.0% | +9.9% | +3.1% | +6.8% |
| 1Y | +16.8% | +18.8% | -2.0% | +5.9% |
| 3Y | +72.4% | +45.4% | +27.1% | +38.7% |
| 5Y | +82.8% | +45.6% | +37.2% | +44.0% |
| 10Y | +252.4% | +139.6% | +112.8% | +101.2% |
| All | +252.4% | +139.4% | +113.1% | +101.2% |
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