+736.5%
XLK vs PRU
+97.4%
+639.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +7.0% | 0.0% | +7.1% | +7.0% |
| 30D | -11.5% | +7.9% | -19.4% | -14.4% |
| 3M | -7.9% | +0.9% | -8.8% | -8.5% |
| 6M | -0.6% | +22.4% | -22.9% | -9.2% |
| YTD | +21.1% | +12.7% | +8.4% | +14.0% |
| 1Y | +18.8% | +19.6% | -0.7% | +9.0% |
| 3Y | +97.3% | +54.0% | +43.3% | +60.5% |
| 5Y | +115.5% | +41.0% | +74.5% | +80.0% |
| All | +736.5% | +97.4% | +639.0% | +477.9% |
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