+570.5%
XYZ vs PRU
+138.1%
+432.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.6% | +8.7% | +11.2% |
| 7D | +16.5% | +9.8% | +6.8% | +10.3% |
| 30D | +15.0% | +11.6% | +3.4% | +7.7% |
| 3M | +3.5% | +3.7% | -0.2% | +1.5% |
| 6M | +21.9% | +33.0% | -11.1% | +2.1% |
| YTD | +34.6% | +16.6% | +18.0% | +22.0% |
| 1Y | +20.7% | +26.9% | -6.2% | +3.7% |
| 3Y | +80.0% | +55.7% | +24.3% | +36.7% |
| 5Y | -64.6% | +44.5% | -109.1% | -71.1% |
| 10Y | +619.5% | +133.1% | +486.3% | +310.1% |
| All | +570.5% | +138.1% | +432.4% | +244.2% |
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 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