+43.7%
XLP vs PRU
+50.4%
-6.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | +3.5% | +4.8% | -1.3% | +2.7% |
| 30D | +11.6% | +7.9% | +3.7% | +10.2% |
| 3M | +7.6% | +3.1% | +4.6% | +7.0% |
| 6M | +10.0% | +25.2% | -15.2% | +6.3% |
| YTD | +19.7% | +12.7% | +7.0% | +17.4% |
| 1Y | +23.5% | +23.5% | 0.0% | +19.1% |
| All | +43.7% | +50.4% | -6.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling