+99.2%
PRU vs NWSA
+149.3%
-50.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | +3.8% | -9.7% | +13.5% | +9.3% |
| 30D | +9.0% | -8.6% | +17.6% | +14.1% |
| 3M | +2.1% | -6.3% | +8.4% | +5.1% |
| 6M | +25.4% | -1.2% | +26.6% | +24.2% |
| YTD | +13.5% | +2.6% | +10.9% | +9.1% |
| 1Y | +21.3% | 0.0% | +21.3% | +18.4% |
| 3Y | +55.1% | +30.1% | +25.1% | +27.5% |
| 5Y | +43.6% | +18.3% | +25.3% | +20.5% |
| 10Y | +99.2% | +149.3% | -50.1% | -2.2% |
| All | +99.2% | +149.3% | -50.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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