+85.1%
PRU vs TW
+301.3%
-216.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +3.6% | +3.9% | -0.3% | +2.5% |
| 30D | +8.9% | +19.9% | -11.1% | +3.6% |
| 3M | +0.2% | +25.9% | -25.8% | -6.1% |
| 6M | +23.7% | +21.1% | +2.6% | +16.6% |
| YTD | +13.7% | +23.9% | -10.2% | +5.6% |
| 1Y | +20.6% | +21.2% | -0.6% | +12.6% |
| 3Y | +56.3% | +44.8% | +11.5% | +34.9% |
| 5Y | +42.3% | +41.4% | +0.9% | +21.1% |
| All | +85.1% | +301.3% | -216.2% | +10.7% |
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