+20.7%
XLK vs PRU
+27.9%
-7.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | -0.7% |
| 7D | -7.6% | +9.8% | -17.4% | -8.6% |
| 30D | -12.2% | +11.6% | -23.7% | -13.4% |
| 3M | -5.5% | +3.7% | -9.1% | -5.6% |
| 6M | +9.2% | +33.0% | -23.8% | +2.1% |
| YTD | +23.0% | +16.6% | +6.5% | +17.0% |
| 1Y | +20.7% | +26.9% | -6.2% | +12.7% |
| All | +20.7% | +27.9% | -7.2% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling