+145.7%
XLK vs PRU
+45.5%
+100.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.3% |
| 7D | +2.3% | +1.9% | +0.4% | +1.4% |
| 30D | -0.1% | -0.4% | +0.4% | 0.0% |
| 3M | +2.1% | +16.4% | -14.3% | -5.3% |
| 6M | +37.2% | +26.0% | +11.1% | +21.9% |
| YTD | +30.8% | +9.9% | +20.9% | +23.9% |
| 1Y | +42.6% | +18.8% | +23.9% | +29.6% |
| 3Y | +121.8% | +45.4% | +76.5% | +77.0% |
| 5Y | +145.7% | +45.6% | +100.1% | +95.8% |
| All | +145.7% | +45.5% | +100.2% | +95.8% |
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