+51.8%
XLY vs PRU
+56.8%
-5.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +2.0% | +3.6% | -1.6% | +0.3% |
| 30D | +7.6% | +8.9% | -1.3% | +3.3% |
| 3M | +1.5% | +0.2% | +1.3% | +1.3% |
| 6M | +1.5% | +23.7% | -22.2% | -8.9% |
| YTD | +1.1% | +13.7% | -12.6% | -5.8% |
| 1Y | +4.3% | +20.6% | -16.3% | -5.9% |
| 3Y | +51.8% | +56.3% | -4.6% | +16.4% |
| All | +51.8% | +56.8% | -5.0% | +16.4% |
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