+169.4%
XLV vs PRU
+140.2%
+29.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.6% | -2.3% | -1.3% | -2.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.4% |
| 3M | +7.8% | +13.2% | -5.5% | +3.8% |
| 6M | +9.1% | +28.8% | -19.7% | +1.0% |
| YTD | +7.7% | +9.8% | -2.0% | +4.3% |
| 1Y | +20.4% | +17.4% | +3.1% | +14.1% |
| 3Y | +30.8% | +44.9% | -14.2% | +14.6% |
| 5Y | +34.6% | +46.6% | -12.0% | +15.6% |
| All | +169.4% | +140.2% | +29.2% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling