+62.6%
IWM vs PRU
+50.4%
+12.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -2.9% |
| 7D | -4.6% | +4.8% | -9.4% | -7.0% |
| 30D | -3.7% | +7.9% | -11.5% | -7.6% |
| 3M | -9.4% | +3.1% | -12.5% | -11.1% |
| 6M | -3.6% | +25.2% | -28.8% | -15.5% |
| YTD | +10.8% | +12.7% | -1.9% | +2.6% |
| 1Y | +11.9% | +23.5% | -11.6% | -2.0% |
| All | +62.6% | +50.4% | +12.2% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling