+20.0%
IWM vs PRU
+36.1%
-16.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.5% |
| 7D | -2.0% | +2.4% | -4.4% | -3.5% |
| 30D | -1.5% | +6.1% | -7.6% | -5.0% |
| 3M | -8.0% | -0.7% | -7.3% | -8.0% |
| 6M | -4.1% | +22.1% | -26.2% | -15.4% |
| YTD | +11.9% | +9.8% | +2.2% | +4.6% |
| 1Y | +15.0% | +19.4% | -4.3% | +2.0% |
| 3Y | +64.2% | +50.4% | +13.8% | +23.9% |
| All | +20.0% | +36.1% | -16.1% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling