+143.5%
IWM vs PRU
+99.2%
+44.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.8% |
| 7D | +1.4% | +3.6% | -2.2% | -0.5% |
| 30D | +2.3% | +8.9% | -6.6% | -2.4% |
| 3M | -8.3% | +0.2% | -8.5% | -8.7% |
| 6M | -1.3% | +23.7% | -25.1% | -12.4% |
| YTD | +13.5% | +13.7% | -0.2% | +4.8% |
| 1Y | +18.4% | +20.6% | -2.2% | +5.9% |
| 3Y | +69.6% | +56.3% | +13.3% | +30.8% |
| 5Y | +23.3% | +42.3% | -19.1% | -1.4% |
| All | +143.5% | +99.2% | +44.3% | +49.5% |
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