+32.8%
IWD vs PRU
+27.9%
+4.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +0.9% |
| 7D | +2.5% | +9.8% | -7.2% | +0.1% |
| 30D | +6.0% | +11.6% | -5.6% | +2.9% |
| 3M | +3.8% | +3.7% | +0.1% | +2.6% |
| 6M | +16.3% | +33.0% | -16.6% | +8.1% |
| YTD | +27.5% | +16.6% | +10.9% | +21.3% |
| 1Y | +32.8% | +26.9% | +5.9% | +22.3% |
| All | +32.8% | +27.9% | +4.9% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling