-61.6%
XYZ vs PRU
+41.4%
-103.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +1.3% |
| 7D | +14.9% | +3.2% | +11.7% | +11.9% |
| 30D | +14.7% | +7.9% | +6.7% | +7.0% |
| 3M | +12.1% | +1.8% | +10.3% | +10.6% |
| 6M | +18.3% | +24.1% | -5.8% | -4.4% |
| YTD | +36.1% | +12.4% | +23.7% | +20.2% |
| 1Y | +35.3% | +20.9% | +14.4% | +10.8% |
| 3Y | +73.5% | +55.5% | +18.0% | +1.7% |
| 5Y | -61.6% | +42.7% | -104.3% | -74.4% |
| All | -61.6% | +41.4% | -103.0% | -74.4% |
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