+144.3%
IWM vs PRU
+97.4%
+46.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.8% | 0.0% | +2.8% | +2.7% |
| 30D | +0.6% | +7.9% | -7.3% | -3.5% |
| 3M | -7.8% | +0.9% | -8.7% | -8.5% |
| 6M | -1.0% | +22.4% | -23.3% | -11.6% |
| YTD | +13.9% | +12.7% | +1.2% | +5.6% |
| 1Y | +15.4% | +19.6% | -4.1% | +3.7% |
| 3Y | +70.2% | +54.0% | +16.2% | +32.3% |
| 5Y | +23.7% | +41.0% | -17.4% | -0.6% |
| All | +144.3% | +97.4% | +46.9% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling