+919.9%
EWT vs PRU
+816.1%
+103.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -3.7% | +3.8% | -7.4% | -4.7% |
| 30D | -17.2% | +9.0% | -26.2% | -19.4% |
| 3M | -7.3% | +2.1% | -9.5% | -8.2% |
| 6M | -1.5% | +25.4% | -26.9% | -8.5% |
| YTD | +49.0% | +13.5% | +35.5% | +42.2% |
| 1Y | +50.6% | +21.3% | +29.3% | +40.8% |
| 3Y | +148.9% | +55.1% | +93.8% | +113.4% |
| 5Y | +116.1% | +43.6% | +72.5% | +87.3% |
| 10Y | +427.8% | +99.2% | +328.6% | +285.3% |
| All | +919.9% | +816.1% | +103.8% | +178.8% |
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 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