+513.3%
XRT vs PRU
+228.8%
+284.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | -4.2% | +2.7% | -6.9% | -5.1% |
| 3M | +5.1% | +19.5% | -14.4% | -1.3% |
| 6M | +2.4% | +26.6% | -24.2% | -5.9% |
| YTD | +3.2% | +12.3% | -9.1% | -1.4% |
| 1Y | +1.5% | +18.0% | -16.5% | -4.7% |
| 3Y | +40.6% | +47.0% | -6.5% | +21.8% |
| 5Y | -1.0% | +48.4% | -49.4% | -14.6% |
| 10Y | +128.4% | +142.4% | -14.0% | +60.9% |
| All | +513.3% | +228.8% | +284.6% | +250.8% |
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 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