+25.8%
IWM vs PRU
+42.9%
-17.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | +0.3% | +3.8% | -3.5% | -1.9% |
| 30D | +0.6% | +9.0% | -8.4% | -4.5% |
| 3M | -6.2% | +2.1% | -8.4% | -7.7% |
| 6M | -0.8% | +25.4% | -26.2% | -13.7% |
| YTD | +14.8% | +13.5% | +1.2% | +5.2% |
| 1Y | +16.1% | +21.3% | -5.2% | +2.2% |
| 3Y | +71.5% | +55.1% | +16.4% | +27.1% |
| 5Y | +25.8% | +43.6% | -17.8% | -3.6% |
| All | +25.8% | +42.9% | -17.1% | -3.6% |
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