+1,108.4%
EWT vs PRU
+806.6%
+301.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.2% |
| 7D | +4.0% | +1.9% | +2.1% | +3.3% |
| 30D | +10.3% | +2.7% | +7.6% | +9.3% |
| 3M | +6.1% | +19.5% | -13.4% | +0.2% |
| 6M | +56.6% | +26.6% | +30.0% | +45.1% |
| YTD | +76.6% | +12.3% | +64.2% | +69.4% |
| 1Y | +97.9% | +18.0% | +79.8% | +86.6% |
| 3Y | +198.0% | +47.0% | +151.0% | +160.0% |
| 5Y | +151.8% | +48.4% | +103.3% | +116.3% |
| 10Y | +514.1% | +142.4% | +371.7% | +322.4% |
| All | +1,108.4% | +806.6% | +301.8% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling