+215.2%
XLY vs PRU
+140.2%
+75.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -0.7% |
| 30D | -4.2% | -1.7% | -2.5% | -3.5% |
| 3M | -2.7% | +13.2% | -15.9% | -7.9% |
| 6M | -0.6% | +28.8% | -29.4% | -11.2% |
| YTD | -5.0% | +9.8% | -14.8% | -9.4% |
| 1Y | -4.1% | +17.4% | -21.4% | -11.2% |
| 3Y | +33.6% | +44.9% | -11.3% | +12.2% |
| 5Y | +28.7% | +46.6% | -17.9% | +6.9% |
| All | +215.2% | +140.2% | +75.0% | +106.7% |
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 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