+1,473.2%
ITW vs PRU
+806.8%
+666.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.3% |
| 7D | -1.1% | +3.2% | -4.3% | -2.2% |
| 30D | +8.6% | +7.9% | +0.6% | +5.8% |
| 3M | -2.7% | +1.8% | -4.5% | -3.4% |
| 6M | +14.0% | +24.1% | -10.2% | +5.9% |
| YTD | +18.6% | +12.4% | +6.3% | +13.4% |
| 1Y | +19.8% | +20.9% | -1.1% | +11.8% |
| 3Y | +34.8% | +55.5% | -20.7% | +15.0% |
| 5Y | +37.5% | +42.7% | -5.2% | +19.6% |
| 10Y | +199.9% | +106.1% | +93.8% | +121.7% |
| All | +1,473.2% | +806.8% | +666.4% | +404.3% |
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