+18.8%
PRU vs ARWR
+200.0%
-181.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -2.1% |
| 7D | +1.9% | +2.9% | -1.0% | +1.8% |
| 30D | -0.4% | -2.9% | +2.5% | -0.3% |
| 3M | +16.4% | +15.2% | +1.2% | +15.5% |
| 6M | +26.0% | +42.3% | -16.2% | +22.6% |
| YTD | +9.9% | +28.2% | -18.3% | +7.7% |
| 1Y | +18.8% | +213.2% | -194.5% | +8.5% |
| All | +18.8% | +200.0% | -181.2% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling