+195.0%
ITW vs PRU
+99.2%
+95.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.2% |
| 7D | +2.3% | +3.6% | -1.3% | +0.6% |
| 30D | +6.7% | +8.9% | -2.2% | +2.3% |
| 3M | -0.5% | +0.2% | -0.7% | -0.8% |
| 6M | +16.4% | +23.7% | -7.3% | +4.6% |
| YTD | +19.0% | +13.7% | +5.2% | +10.6% |
| 1Y | +20.2% | +20.6% | -0.4% | +8.5% |
| 3Y | +33.1% | +56.3% | -23.2% | +4.0% |
| 5Y | +35.7% | +42.3% | -6.6% | +8.9% |
| All | +195.0% | +99.2% | +95.7% | +87.0% |
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