+528.7%
XLP vs PRU
+806.6%
-277.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.3% |
| 30D | -0.9% | +2.7% | -3.6% | -1.3% |
| 3M | +3.8% | +19.5% | -15.7% | +0.7% |
| 6M | -1.7% | +26.6% | -28.4% | -5.7% |
| YTD | +10.3% | +12.3% | -2.1% | +7.8% |
| 1Y | +7.8% | +18.0% | -10.3% | +4.4% |
| 3Y | +27.2% | +47.0% | -19.8% | +17.6% |
| 5Y | +32.5% | +48.4% | -15.9% | +21.3% |
| 10Y | +101.8% | +142.4% | -40.7% | +63.4% |
| All | +528.7% | +806.6% | -277.9% | +233.5% |
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 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