+1,778.5%
XLK vs PRU
+817.9%
+960.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +3.4% | +3.6% | -0.3% | +2.3% |
| 30D | -10.6% | +8.9% | -19.4% | -13.0% |
| 3M | -10.6% | +0.2% | -10.8% | -10.9% |
| 6M | -3.5% | +23.7% | -27.2% | -10.0% |
| YTD | +18.7% | +13.7% | +5.0% | +13.2% |
| 1Y | +19.4% | +20.6% | -1.2% | +11.9% |
| 3Y | +94.5% | +56.3% | +38.1% | +67.2% |
| 5Y | +111.2% | +42.3% | +68.9% | +85.8% |
| 10Y | +707.2% | +99.3% | +607.9% | +507.0% |
| All | +1,778.5% | +817.9% | +960.6% | +442.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling