+776.9%
IWM vs PRU
+806.6%
-29.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.6% |
| 30D | -1.3% | +2.7% | -4.0% | -2.3% |
| 3M | +1.6% | +19.5% | -17.9% | -5.3% |
| 6M | +13.6% | +26.6% | -13.1% | +3.4% |
| YTD | +20.8% | +12.3% | +8.4% | +14.9% |
| 1Y | +26.4% | +18.0% | +8.4% | +17.9% |
| 3Y | +60.7% | +47.0% | +13.7% | +37.6% |
| 5Y | +38.2% | +48.4% | -10.2% | +17.4% |
| 10Y | +169.5% | +142.4% | +27.0% | +83.6% |
| All | +776.9% | +806.6% | -29.6% | +173.6% |
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 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