+634.6%
XYZ vs PRU
+107.2%
+527.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -4.0% |
| 7D | +12.6% | +3.8% | +8.8% | +10.3% |
| 30D | +10.8% | +9.0% | +1.8% | +5.1% |
| 3M | +8.4% | +2.1% | +6.2% | +7.3% |
| 6M | +14.3% | +25.4% | -11.1% | -1.2% |
| YTD | +31.5% | +13.5% | +18.0% | +20.7% |
| 1Y | +28.1% | +21.3% | +6.8% | +12.7% |
| 3Y | +66.2% | +55.1% | +11.1% | +25.2% |
| 5Y | -62.3% | +43.6% | -105.9% | -69.4% |
| 10Y | +634.6% | +99.2% | +535.3% | +340.2% |
| All | +634.6% | +107.2% | +527.4% | +340.2% |
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