+839.6%
XLV vs PRU
+786.9%
+52.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.0% |
| 7D | -2.6% | +1.9% | -4.6% | -3.1% |
| 30D | +0.9% | -0.4% | +1.3% | +0.9% |
| 3M | +10.0% | +16.4% | -6.5% | +6.3% |
| 6M | +10.4% | +26.0% | -15.6% | +4.7% |
| YTD | +8.9% | +9.9% | -1.0% | +6.3% |
| 1Y | +23.4% | +18.8% | +4.6% | +18.2% |
| 3Y | +33.1% | +45.3% | -12.3% | +20.9% |
| 5Y | +33.3% | +45.6% | -12.3% | +19.7% |
| 10Y | +170.8% | +139.6% | +31.2% | +108.3% |
| All | +839.6% | +786.9% | +52.6% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling