+1,073.7%
XLY vs PRU
+817.9%
+255.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.0% | +3.6% | -1.6% | +0.9% |
| 30D | +7.6% | +8.9% | -1.3% | +4.7% |
| 3M | +1.5% | +0.2% | +1.3% | +1.4% |
| 6M | +1.5% | +23.7% | -22.2% | -5.5% |
| YTD | +1.1% | +13.7% | -12.6% | -3.5% |
| 1Y | +4.3% | +20.6% | -16.3% | -2.4% |
| 3Y | +51.8% | +56.3% | -4.6% | +30.2% |
| 5Y | +22.8% | +42.3% | -19.6% | +8.1% |
| 10Y | +233.4% | +99.3% | +134.2% | +149.0% |
| All | +1,073.7% | +817.9% | +255.8% | +270.6% |
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 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