+84.7%
PRU vs TW
+291.9%
-207.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.8% | +3.1% | +0.7% | +2.9% |
| 30D | +9.0% | +16.7% | -7.7% | +4.5% |
| 3M | +2.1% | +25.2% | -23.0% | -4.1% |
| 6M | +25.4% | +19.5% | +6.0% | +18.6% |
| YTD | +13.5% | +21.0% | -7.5% | +6.1% |
| 1Y | +21.3% | +19.0% | +2.4% | +13.9% |
| 3Y | +55.1% | +40.7% | +14.4% | +34.9% |
| 5Y | +43.6% | +40.1% | +3.4% | +22.3% |
| All | +84.7% | +291.9% | -207.2% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling