+582.7%
XLP vs PRU
+809.8%
-227.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | +3.5% | +4.8% | -1.3% | +2.6% |
| 30D | +11.6% | +7.9% | +3.7% | +10.1% |
| 3M | +7.6% | +3.1% | +4.6% | +7.0% |
| 6M | +10.0% | +25.2% | -15.2% | +5.8% |
| YTD | +19.7% | +12.7% | +7.0% | +16.9% |
| 1Y | +23.5% | +23.5% | 0.0% | +18.7% |
| 3Y | +44.0% | +50.6% | -6.6% | +32.6% |
| 5Y | +42.7% | +40.9% | +1.8% | +31.8% |
| 10Y | +131.3% | +125.5% | +5.9% | +89.4% |
| All | +582.7% | +809.8% | -227.1% | +261.9% |
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