+31.0%
XLV vs PRU
+43.3%
-12.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | -4.4% | -3.8% | -0.6% | -3.4% |
| 30D | -1.4% | -2.0% | +0.6% | -0.9% |
| 3M | +8.9% | +14.0% | -5.1% | +5.2% |
| 6M | +9.1% | +27.2% | -18.2% | +2.4% |
| YTD | +7.9% | +9.1% | -1.2% | +5.2% |
| 1Y | +22.7% | +18.1% | +4.7% | +17.0% |
| All | +31.0% | +43.3% | -12.3% | +16.6% |
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