+188.6%
ITW vs PRU
+135.5%
+53.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -1.9% | -1.9% | 0.0% | -1.0% |
| 30D | -10.4% | -2.6% | -7.8% | -9.3% |
| 3M | +3.5% | +14.7% | -11.2% | -3.3% |
| 6M | -3.4% | +25.7% | -29.1% | -13.9% |
| YTD | +8.5% | +8.3% | +0.3% | +3.4% |
| 1Y | +3.2% | +17.3% | -14.1% | -5.6% |
| 3Y | +18.9% | +43.2% | -24.3% | -3.0% |
| 5Y | +35.0% | +43.5% | -8.5% | +7.8% |
| 10Y | +188.6% | +134.6% | +54.1% | +63.8% |
| All | +188.6% | +135.5% | +53.1% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling