+154.7%
AWK vs PRU
+102.7%
+52.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -2.8% | +2.9% | +0.6% |
| 30D | +15.5% | +8.5% | +7.0% | +13.4% |
| 3M | +10.0% | +1.7% | +8.2% | +9.5% |
| 6M | +20.4% | +24.8% | -4.3% | +14.6% |
| YTD | +17.1% | +13.3% | +3.8% | +13.4% |
| 1Y | +18.3% | +21.4% | -3.1% | +12.7% |
| 3Y | +30.4% | +54.8% | -24.4% | +15.1% |
| 5Y | -2.7% | +42.4% | -45.0% | -13.3% |
| 10Y | +154.7% | +98.4% | +56.3% | +85.4% |
| All | +154.7% | +102.7% | +52.0% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling