+1,823.6%
XLK vs PRU
+814.1%
+1,009.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -1.2% | -2.8% | +1.6% | -0.3% |
| 30D | -11.2% | +8.5% | -19.7% | -13.5% |
| 3M | -6.2% | +1.7% | -7.9% | -6.9% |
| 6M | -1.7% | +24.8% | -26.5% | -8.6% |
| YTD | +21.5% | +13.3% | +8.3% | +16.1% |
| 1Y | +19.6% | +21.4% | -1.8% | +11.8% |
| 3Y | +97.9% | +54.8% | +43.2% | +70.7% |
| 5Y | +118.9% | +42.4% | +76.5% | +92.6% |
| 10Y | +726.5% | +98.4% | +628.1% | +522.3% |
| All | +1,823.6% | +814.1% | +1,009.4% | +456.2% |
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