+101.4%
XLP vs PRU
+142.7%
-41.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.5% |
| 30D | -0.9% | +2.7% | -3.6% | -1.5% |
| 3M | +3.8% | +19.5% | -15.7% | -0.5% |
| 6M | -1.7% | +26.6% | -28.4% | -7.2% |
| YTD | +10.3% | +12.3% | -2.1% | +6.8% |
| 1Y | +7.8% | +18.0% | -10.3% | +3.1% |
| 3Y | +27.2% | +47.0% | -19.8% | +13.6% |
| 5Y | +32.5% | +48.4% | -15.9% | +16.5% |
| All | +101.4% | +142.7% | -41.3% | +49.5% |
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 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