+30.1%
XYZ vs PRU
+20.7%
+9.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.2% | -2.8% | +0.7% | -0.2% |
| 30D | +11.6% | +8.5% | +3.1% | +6.4% |
| 3M | +8.4% | +1.7% | +6.7% | +7.1% |
| 6M | +17.2% | +24.8% | -7.6% | +4.1% |
| YTD | +31.7% | +13.3% | +18.4% | +20.4% |
| 1Y | +30.1% | +21.4% | +8.7% | +9.7% |
| All | +30.1% | +20.7% | +9.3% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling