+1,012.7%
XLY vs PRU
+786.9%
+225.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | -4.9% | -0.4% | -4.5% | -4.8% |
| 3M | -1.0% | +16.4% | -17.4% | -5.9% |
| 6M | 0.0% | +26.0% | -26.0% | -7.4% |
| YTD | -4.2% | +9.9% | -14.1% | -7.5% |
| 1Y | -2.7% | +18.8% | -21.4% | -8.5% |
| 3Y | +38.4% | +45.4% | -6.9% | +21.6% |
| 5Y | +28.9% | +45.6% | -16.6% | +12.7% |
| 10Y | +214.7% | +139.6% | +75.1% | +122.8% |
| All | +1,012.7% | +786.9% | +225.7% | +255.4% |
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 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