+55.2%
EWT vs PRU
+27.9%
+27.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -1.5% |
| 7D | -10.9% | +9.8% | -20.6% | -11.3% |
| 30D | -17.7% | +11.6% | -29.3% | -18.3% |
| 3M | -5.0% | +3.7% | -8.7% | -4.8% |
| 6M | +7.4% | +33.0% | -25.6% | +1.9% |
| YTD | +52.8% | +16.6% | +36.2% | +46.7% |
| 1Y | +55.2% | +26.9% | +28.2% | +44.4% |
| All | +55.2% | +27.9% | +27.3% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling