+95.9%
PRU vs ARWR
+1,009.4%
-913.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.1% |
| 7D | 0.0% | -17.9% | +17.9% | +1.7% |
| 30D | +7.9% | -18.9% | +26.8% | +9.9% |
| 3M | +0.9% | -46.0% | +46.8% | +6.5% |
| 6M | +22.4% | -40.3% | +62.7% | +27.5% |
| YTD | +12.7% | -29.0% | +41.7% | +14.9% |
| 1Y | +19.6% | +13.8% | +5.7% | +15.8% |
| 3Y | +54.0% | +74.9% | -20.9% | +36.4% |
| 5Y | +41.0% | -36.2% | +77.3% | +32.8% |
| All | +95.9% | +1,009.4% | -913.5% | +53.0% |
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