+599.6%
XYZ vs PRU
+142.7%
+456.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.1% |
| 7D | -1.0% | +1.9% | -2.8% | -2.1% |
| 30D | -1.7% | +2.7% | -4.4% | -3.4% |
| 3M | +16.7% | +19.5% | -2.7% | +4.0% |
| 6M | +26.9% | +26.6% | +0.2% | +8.9% |
| YTD | +27.1% | +12.3% | +14.8% | +17.3% |
| 1Y | +9.3% | +18.0% | -8.8% | -2.7% |
| 3Y | +42.3% | +47.0% | -4.7% | +11.0% |
| 5Y | -69.3% | +48.4% | -117.7% | -75.4% |
| All | +599.6% | +142.7% | +456.9% | +317.2% |
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