+533.2%
XYZ vs PRU
+129.4%
+403.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.1% |
| 7D | -1.0% | +1.9% | -2.8% | -2.0% |
| 30D | -1.7% | +2.7% | -4.4% | -3.3% |
| 3M | +16.7% | +19.5% | -2.7% | +4.3% |
| 6M | +26.9% | +26.6% | +0.2% | +9.3% |
| YTD | +27.1% | +12.3% | +14.8% | +17.5% |
| 1Y | +9.3% | +18.0% | -8.8% | -2.4% |
| 3Y | +42.3% | +47.0% | -4.7% | +11.7% |
| 5Y | -69.3% | +48.4% | -117.7% | -75.3% |
| 10Y | +586.8% | +142.4% | +444.4% | +285.5% |
| All | +533.2% | +129.4% | +403.8% | +231.5% |
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