-3.5%
AWK vs PRU
+41.9%
-45.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +14.2% | +7.9% | +6.2% | +12.5% |
| 3M | +10.0% | +0.9% | +9.2% | +9.7% |
| 6M | +17.1% | +22.4% | -5.3% | +12.7% |
| YTD | +16.1% | +12.7% | +3.4% | +13.4% |
| 1Y | +17.5% | +19.6% | -2.0% | +13.3% |
| 3Y | +29.3% | +54.0% | -24.7% | +13.4% |
| 5Y | -3.5% | +41.0% | -44.5% | -13.6% |
| All | -3.5% | +41.9% | -45.4% | -13.6% |
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