+19.6%
XLK vs PRU
+20.7%
-1.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -1.2% | -2.8% | +1.6% | -0.8% |
| 30D | -11.2% | +8.5% | -19.7% | -12.1% |
| 3M | -6.2% | +1.7% | -7.9% | -6.1% |
| 6M | -1.7% | +24.8% | -26.5% | -6.7% |
| YTD | +21.5% | +13.3% | +8.3% | +16.1% |
| 1Y | +19.6% | +21.4% | -1.8% | +12.5% |
| All | +19.6% | +20.7% | -1.1% | +12.5% |
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