+15.0%
IWM vs PRU
+19.8%
-4.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.9% |
| 7D | -2.0% | +2.4% | -4.4% | -2.8% |
| 30D | -1.5% | +6.1% | -7.6% | -3.5% |
| 3M | -8.0% | -0.7% | -7.3% | -7.8% |
| 6M | -4.1% | +22.1% | -26.2% | -11.6% |
| YTD | +11.9% | +9.8% | +2.2% | +5.5% |
| 1Y | +15.0% | +19.4% | -4.3% | +2.3% |
| All | +15.0% | +19.8% | -4.8% | +2.3% |
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