+779.9%
PRU vs ARWR
+347.4%
+432.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | +2.4% | -2.9% | +5.3% | +2.4% |
| 30D | +6.1% | -5.4% | +11.5% | +6.2% |
| 3M | -0.7% | -32.2% | +31.5% | -0.2% |
| 6M | +22.1% | -26.5% | +48.6% | +22.5% |
| YTD | +9.8% | -12.4% | +22.2% | +9.8% |
| 1Y | +19.4% | +46.9% | -27.5% | +18.5% |
| 3Y | +50.4% | +116.0% | -65.6% | +47.7% |
| 5Y | +37.2% | -28.0% | +65.1% | +36.0% |
| 10Y | +119.5% | +923.9% | -804.4% | +109.0% |
| All | +779.9% | +347.4% | +432.5% | +726.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling