+21.0%
ITW vs PRU
+46.6%
-25.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.4% |
| 7D | -0.4% | +1.9% | -2.4% | -1.3% |
| 30D | -9.4% | -0.4% | -9.0% | -9.3% |
| 3M | +7.1% | +16.4% | -9.3% | +0.3% |
| 6M | -1.9% | +26.0% | -27.9% | -11.4% |
| YTD | +10.4% | +9.9% | +0.5% | +5.5% |
| 1Y | +3.3% | +18.8% | -15.5% | -5.1% |
| 3Y | +21.0% | +45.3% | -24.3% | +2.1% |
| All | +21.0% | +46.6% | -25.6% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling