+599.5%
XYZ vs PRU
+115.4%
+484.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +3.4% |
| 7D | +12.1% | +2.4% | +9.8% | +10.8% |
| 30D | +12.4% | +6.1% | +6.2% | +8.5% |
| 3M | +8.2% | -0.7% | +8.9% | +9.1% |
| 6M | +20.7% | +22.1% | -1.4% | +6.4% |
| YTD | +31.3% | +9.8% | +21.5% | +23.3% |
| 1Y | +20.5% | +19.4% | +1.2% | +7.2% |
| 3Y | +72.6% | +50.4% | +22.3% | +33.1% |
| 5Y | -64.0% | +37.2% | -101.2% | -69.8% |
| All | +599.5% | +115.4% | +484.2% | +404.0% |
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