+22.9%
XLY vs PRU
+42.1%
-19.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | +2.0% | +3.6% | -1.6% | +0.1% |
| 30D | +7.6% | +8.9% | -1.3% | +2.8% |
| 3M | +1.5% | +0.2% | +1.3% | +1.2% |
| 6M | +1.5% | +23.7% | -22.2% | -10.0% |
| YTD | +1.1% | +13.7% | -12.6% | -6.6% |
| 1Y | +4.3% | +20.6% | -16.3% | -6.9% |
| 3Y | +51.8% | +56.3% | -4.6% | +13.7% |
| All | +22.9% | +42.1% | -19.2% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling