+26.9%
PRU vs TW
+20.8%
+6.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.6% |
| 7D | +9.8% | +6.0% | +3.8% | +9.7% |
| 30D | +11.6% | +18.6% | -7.0% | +11.5% |
| 3M | +3.7% | +26.5% | -22.9% | +3.7% |
| 6M | +33.0% | +13.1% | +19.8% | +32.8% |
| YTD | +16.6% | +18.5% | -2.0% | +16.5% |
| 1Y | +26.9% | +21.7% | +5.2% | +26.6% |
| All | +26.9% | +20.8% | +6.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling