-64.6%
XYZ vs PRU
+38.4%
-103.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -0.9% |
| 7D | +9.2% | +4.8% | +4.4% | +4.9% |
| 30D | +9.8% | +7.9% | +1.9% | +2.5% |
| 3M | -0.2% | +3.1% | -3.3% | -2.7% |
| 6M | +18.0% | +25.2% | -7.3% | -5.4% |
| YTD | +29.1% | +12.7% | +16.4% | +13.8% |
| 1Y | +14.1% | +23.5% | -9.4% | -8.6% |
| 3Y | +72.6% | +50.6% | +22.0% | +5.1% |
| 5Y | -64.6% | +40.9% | -105.5% | -76.4% |
| All | -64.6% | +38.4% | -103.0% | -76.4% |
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