+82.8%
XLI vs PRU
+45.5%
+37.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +1.0% | +1.9% | -0.9% | +0.1% |
| 30D | -5.8% | -0.4% | -5.4% | -5.7% |
| 3M | +0.7% | +16.4% | -15.7% | -6.4% |
| 6M | +3.2% | +26.0% | -22.9% | -7.8% |
| YTD | +13.0% | +9.9% | +3.1% | +7.3% |
| 1Y | +16.8% | +18.8% | -2.0% | +6.6% |
| 3Y | +72.4% | +45.3% | +27.1% | +39.4% |
| 5Y | +82.8% | +45.6% | +37.2% | +44.1% |
| All | +82.8% | +45.5% | +37.3% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling