+55.5%
PRU vs NWSA
+26.5%
+28.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +3.2% | -10.5% | +13.7% | +7.8% |
| 30D | +7.9% | -8.8% | +16.7% | +11.8% |
| 3M | +1.8% | -6.5% | +8.3% | +4.2% |
| 6M | +24.1% | -1.3% | +25.5% | +23.3% |
| YTD | +12.4% | +2.5% | +9.9% | +9.3% |
| 1Y | +20.9% | +0.2% | +20.7% | +19.0% |
| 3Y | +55.5% | +27.6% | +27.9% | +41.8% |
| All | +55.5% | +26.5% | +28.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling