+42.0%
XLP vs PRU
+36.1%
+5.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.7% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +10.3% | +6.1% | +4.1% | +8.9% |
| 3M | +6.5% | -0.7% | +7.3% | +6.6% |
| 6M | +8.4% | +22.1% | -13.7% | +4.0% |
| YTD | +18.2% | +9.8% | +8.4% | +15.6% |
| 1Y | +22.4% | +19.4% | +3.1% | +17.5% |
| 3Y | +41.9% | +50.4% | -8.5% | +26.1% |
| All | +42.0% | +36.1% | +5.8% | +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 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