+127.1%
XRT vs PRU
+145.9%
-18.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.5% |
| 7D | +0.8% | +1.9% | -1.1% | -0.2% |
| 30D | -4.2% | +2.7% | -6.9% | -5.6% |
| 3M | +5.1% | +19.5% | -14.4% | -4.2% |
| 6M | +2.4% | +26.6% | -24.2% | -9.5% |
| YTD | +3.2% | +12.3% | -9.1% | -3.5% |
| 1Y | +1.5% | +18.0% | -16.5% | -7.6% |
| 3Y | +40.6% | +47.0% | -6.5% | +13.0% |
| 5Y | -1.0% | +48.4% | -49.4% | -21.3% |
| All | +127.1% | +145.9% | -18.8% | +31.6% |
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 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