+34.1%
XLP vs PRU
+48.6%
-14.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | -0.9% | +2.7% | -3.6% | -1.4% |
| 3M | +3.8% | +19.5% | -15.7% | +0.1% |
| 6M | -1.7% | +26.6% | -28.4% | -6.5% |
| YTD | +10.3% | +12.3% | -2.1% | +7.4% |
| 1Y | +7.8% | +18.0% | -10.3% | +3.7% |
| 3Y | +27.2% | +47.0% | -19.8% | +14.0% |
| All | +34.1% | +48.6% | -14.5% | +18.8% |
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