+195.7%
PRU vs NWSA
+101.5%
+94.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -2.8% | -12.2% | +9.4% | +3.8% |
| 30D | +8.5% | -8.7% | +17.2% | +13.5% |
| 3M | +1.7% | -6.0% | +7.7% | +4.4% |
| 6M | +24.8% | -0.3% | +25.1% | +23.1% |
| YTD | +13.3% | +3.5% | +9.8% | +8.6% |
| 1Y | +21.4% | +0.8% | +20.6% | +18.1% |
| 3Y | +54.8% | +31.1% | +23.7% | +27.9% |
| 5Y | +42.4% | +18.8% | +23.6% | +20.2% |
| 10Y | +98.4% | +147.9% | -49.4% | 0.0% |
| All | +195.7% | +101.5% | +94.2% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling