+451.6%
EWT vs PRU
+97.4%
+354.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | +13.2% | 0.0% | +13.3% | +13.2% |
| 30D | -14.3% | +7.9% | -22.2% | -16.4% |
| 3M | -8.4% | +0.9% | -9.3% | -8.9% |
| 6M | +3.7% | +22.4% | -18.6% | -3.1% |
| YTD | +53.1% | +12.7% | +40.4% | +46.3% |
| 1Y | +55.5% | +19.6% | +35.9% | +45.8% |
| 3Y | +155.6% | +54.0% | +101.6% | +118.5% |
| 5Y | +119.3% | +41.0% | +78.3% | +90.2% |
| All | +451.6% | +97.4% | +354.2% | +314.3% |
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