+60.8%
XLU vs PRU
+55.3%
+5.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +4.6% | +7.9% | -3.3% | +3.0% |
| 3M | +0.7% | +0.9% | -0.2% | +0.4% |
| 6M | -1.7% | +22.4% | -24.1% | -5.7% |
| YTD | +4.8% | +12.7% | -7.9% | +2.1% |
| 1Y | +0.2% | +19.6% | -19.4% | -3.7% |
| All | +60.8% | +55.3% | +5.5% | +30.0% |
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 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