+1,484.1%
ITW vs PRU
+814.1%
+669.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.6% | -2.8% | +1.2% | -0.7% |
| 30D | +8.9% | +8.5% | +0.4% | +6.0% |
| 3M | -0.9% | +1.7% | -2.6% | -1.5% |
| 6M | +16.0% | +24.8% | -8.8% | +7.6% |
| YTD | +19.4% | +13.3% | +6.2% | +13.9% |
| 1Y | +20.7% | +21.4% | -0.7% | +12.5% |
| 3Y | +33.4% | +54.8% | -21.4% | +14.0% |
| 5Y | +39.1% | +42.4% | -3.3% | +21.1% |
| 10Y | +195.3% | +98.4% | +96.8% | +120.6% |
| All | +1,484.1% | +814.1% | +669.9% | +406.4% |
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