+49.9%
XLU vs PRU
+44.4%
+5.5%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.3% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | -0.4% | -0.4% | +0.1% | -0.3% |
| 3M | +0.5% | +16.4% | -16.0% | -2.8% |
| 6M | -5.8% | +26.0% | -31.8% | -10.5% |
| YTD | +3.1% | +9.9% | -6.8% | +0.9% |
| 1Y | +8.1% | +18.8% | -10.7% | +3.6% |
| All | +49.9% | +44.4% | +5.5% | +24.1% |
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