+193.3%
PRU vs NWSA
+99.5%
+93.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | +3.2% | -10.5% | +13.7% | +9.1% |
| 30D | +7.9% | -8.8% | +16.7% | +12.9% |
| 3M | +1.8% | -6.5% | +8.3% | +4.8% |
| 6M | +24.1% | -1.3% | +25.5% | +23.2% |
| YTD | +12.4% | +2.5% | +9.9% | +8.3% |
| 1Y | +20.9% | +0.2% | +20.7% | +18.0% |
| 3Y | +55.5% | +27.6% | +27.9% | +30.4% |
| 5Y | +42.7% | +17.0% | +25.7% | +21.4% |
| 10Y | +106.1% | +148.3% | -42.2% | +3.8% |
| All | +193.3% | +99.5% | +93.8% | +62.8% |
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 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