+50.4%
PRU vs ARWR
+105.6%
-55.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | +2.4% | -2.9% | +5.3% | +2.7% |
| 30D | +6.1% | -5.4% | +11.5% | +6.6% |
| 3M | -0.7% | -32.2% | +31.5% | +2.4% |
| 6M | +22.1% | -26.5% | +48.6% | +24.6% |
| YTD | +9.8% | -12.4% | +22.2% | +9.8% |
| 1Y | +19.4% | +46.9% | -27.5% | +13.2% |
| 3Y | +50.4% | +116.0% | -65.6% | +27.9% |
| All | +50.4% | +105.6% | -55.2% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling