+52.8%
XLU vs PRU
+41.9%
+10.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.6% |
| 3M | +0.7% | +0.9% | -0.2% | +0.3% |
| 6M | -1.7% | +22.4% | -24.1% | -6.7% |
| YTD | +4.8% | +12.7% | -7.9% | +1.2% |
| 1Y | +0.2% | +19.6% | -19.4% | -4.7% |
| 3Y | +58.9% | +54.0% | +4.9% | +37.5% |
| 5Y | +52.8% | +41.0% | +11.8% | +34.7% |
| All | +52.8% | +41.9% | +10.8% | +34.7% |
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