+734.0%
IWD vs PRU
+806.6%
-72.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | +1.9% | -2.1% | -0.9% |
| 30D | +0.6% | +2.7% | -2.1% | -0.4% |
| 3M | +7.2% | +19.5% | -12.2% | +0.6% |
| 6M | +16.2% | +26.6% | -10.4% | +6.7% |
| YTD | +23.3% | +12.3% | +11.0% | +17.7% |
| 1Y | +29.6% | +18.0% | +11.5% | +21.4% |
| 3Y | +70.5% | +47.0% | +23.4% | +46.6% |
| 5Y | +73.5% | +48.4% | +25.0% | +47.2% |
| 10Y | +198.3% | +142.4% | +55.9% | +103.8% |
| All | +734.0% | +806.6% | -72.5% | +159.1% |
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 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