+543.0%
XYZ vs PRU
+130.2%
+412.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.0% |
| 7D | +9.2% | +4.8% | +4.4% | +6.5% |
| 30D | +9.8% | +7.9% | +1.9% | +5.1% |
| 3M | -0.2% | +3.1% | -3.3% | -1.7% |
| 6M | +18.0% | +25.2% | -7.3% | +2.7% |
| YTD | +29.1% | +12.7% | +16.4% | +19.5% |
| 1Y | +14.1% | +23.5% | -9.4% | -0.3% |
| 3Y | +72.6% | +50.6% | +22.0% | +34.0% |
| 5Y | -64.6% | +40.9% | -105.5% | -70.6% |
| 10Y | +590.0% | +125.5% | +464.5% | +301.8% |
| All | +543.0% | +130.2% | +412.8% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling