-63.9%
XYZ vs PRU
+36.1%
-100.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +4.3% |
| 7D | +12.1% | +2.4% | +9.8% | +10.1% |
| 30D | +12.4% | +6.1% | +6.2% | +6.5% |
| 3M | +8.2% | -0.7% | +8.9% | +9.4% |
| 6M | +20.7% | +22.1% | -1.4% | -0.9% |
| YTD | +31.3% | +9.8% | +21.5% | +18.6% |
| 1Y | +20.5% | +19.4% | +1.2% | -0.3% |
| 3Y | +72.6% | +50.4% | +22.3% | +4.7% |
| All | -63.9% | +36.1% | -100.0% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling