+89.7%
EWT vs PRU
+16.8%
+72.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | -1.9% | +4.0% | +2.4% |
| 30D | +9.4% | -2.6% | +12.0% | +9.8% |
| 3M | +10.9% | +14.7% | -3.8% | +7.5% |
| 6M | +57.9% | +25.7% | +32.3% | +48.7% |
| YTD | +75.9% | +8.3% | +67.7% | +70.3% |
| 1Y | +89.7% | +17.3% | +72.4% | +77.0% |
| All | +89.7% | +16.8% | +72.9% | +77.0% |
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