+1,773.8%
HWM vs PRU
+126.0%
+1,647.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.2% |
| 7D | -2.1% | +1.9% | -4.0% | -3.4% |
| 30D | -11.0% | +2.7% | -13.7% | -12.7% |
| 3M | +4.0% | +19.5% | -15.4% | -9.0% |
| 6M | -0.2% | +26.6% | -26.9% | -16.6% |
| YTD | +26.7% | +12.3% | +14.3% | +14.7% |
| 1Y | +44.7% | +18.0% | +26.7% | +25.7% |
| 3Y | +426.1% | +47.0% | +379.1% | +275.0% |
| 5Y | +738.5% | +48.4% | +690.1% | +481.4% |
| All | +1,773.8% | +126.0% | +1,647.9% | +832.3% |
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 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