+156.4%
EWT vs PRU
+45.5%
+110.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | +1.6% | +1.9% | -0.3% | +1.0% |
| 30D | +8.2% | -0.4% | +8.6% | +8.3% |
| 3M | +11.1% | +16.4% | -5.4% | +5.0% |
| 6M | +60.4% | +26.0% | +34.4% | +47.1% |
| YTD | +75.6% | +9.9% | +65.7% | +68.6% |
| 1Y | +91.3% | +18.8% | +72.5% | +78.3% |
| 3Y | +200.3% | +45.4% | +154.9% | +153.1% |
| 5Y | +156.4% | +45.6% | +110.8% | +112.8% |
| All | +156.4% | +45.5% | +110.9% | +112.8% |
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