+106.1%
PRU vs ARWR
+921.6%
-815.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.3% | +17.7% | +3.8% |
| 7D | +3.2% | -17.3% | +20.5% | +4.9% |
| 30D | +7.9% | -21.5% | +29.5% | +10.2% |
| 3M | +1.8% | -43.8% | +45.6% | +7.1% |
| 6M | +24.1% | -32.3% | +56.4% | +27.8% |
| YTD | +12.4% | -25.8% | +38.2% | +14.1% |
| 1Y | +20.9% | +25.5% | -4.6% | +16.0% |
| 3Y | +55.5% | +84.1% | -28.7% | +37.0% |
| 5Y | +42.7% | -39.2% | +81.9% | +34.9% |
| 10Y | +106.1% | +1,072.4% | -966.2% | +60.2% |
| All | +106.1% | +921.6% | -815.4% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling