+193.2%
PRU vs NWSA
+127.4%
+65.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | 0.0% |
| 7D | +1.9% | -1.9% | +3.7% | +2.9% |
| 30D | +2.7% | +4.6% | -1.9% | +0.1% |
| 3M | +19.5% | +13.2% | +6.2% | +10.9% |
| 6M | +26.6% | +27.0% | -0.4% | +9.6% |
| YTD | +12.3% | +16.8% | -4.5% | +1.5% |
| 1Y | +18.0% | +4.5% | +13.5% | +13.0% |
| 3Y | +47.0% | +46.2% | +0.8% | +15.0% |
| 5Y | +48.4% | +40.9% | +7.5% | +14.3% |
| 10Y | +142.4% | +145.1% | -2.7% | +22.3% |
| All | +193.2% | +127.4% | +65.8% | +52.6% |
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