+712.9%
IWM vs PRU
+785.9%
-73.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.0% |
| 7D | -2.0% | +2.4% | -4.4% | -3.0% |
| 30D | -1.5% | +6.1% | -7.6% | -3.8% |
| 3M | -8.0% | -0.7% | -7.3% | -8.0% |
| 6M | -4.1% | +22.1% | -26.2% | -11.5% |
| YTD | +11.9% | +9.8% | +2.2% | +7.2% |
| 1Y | +15.0% | +19.4% | -4.3% | +6.7% |
| 3Y | +64.2% | +50.4% | +13.8% | +39.2% |
| 5Y | +20.4% | +37.2% | -16.8% | +5.2% |
| 10Y | +168.0% | +119.5% | +48.5% | +88.8% |
| All | +712.9% | +785.9% | -73.0% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling