+739.5%
IWD vs PRU
+809.8%
-70.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.5% |
| 7D | -0.9% | +4.8% | -5.7% | -2.5% |
| 30D | +2.6% | +7.9% | -5.2% | -0.1% |
| 3M | +1.2% | +3.1% | -1.8% | 0.0% |
| 6M | +12.1% | +25.2% | -13.1% | +3.3% |
| YTD | +24.1% | +12.7% | +11.4% | +18.2% |
| 1Y | +28.5% | +23.5% | +5.0% | +18.5% |
| 3Y | +79.5% | +50.6% | +28.9% | +52.9% |
| 5Y | +70.3% | +40.9% | +29.4% | +47.1% |
| 10Y | +212.5% | +125.5% | +87.1% | +118.3% |
| All | +739.5% | +809.8% | -70.3% | +160.1% |
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