+584.9%
XYZ vs PRU
+99.2%
+485.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.2% |
| 7D | -1.1% | +3.6% | -4.7% | -3.3% |
| 30D | +11.5% | +8.9% | +2.6% | +5.9% |
| 3M | +1.8% | +0.2% | +1.6% | +2.0% |
| 6M | +21.2% | +23.7% | -2.5% | +5.8% |
| YTD | +29.9% | +13.7% | +16.2% | +19.2% |
| 1Y | +35.8% | +20.6% | +15.1% | +19.9% |
| 3Y | +62.6% | +56.3% | +6.3% | +22.0% |
| 5Y | -62.8% | +42.3% | -105.1% | -69.6% |
| All | +584.9% | +99.2% | +485.6% | +313.5% |
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