+21.3%
PRU vs TW
+19.2%
+2.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +3.8% | +3.1% | +0.7% | +3.7% |
| 30D | +9.0% | +16.7% | -7.7% | +9.0% |
| 3M | +2.1% | +25.2% | -23.0% | +2.2% |
| 6M | +25.4% | +19.5% | +6.0% | +25.3% |
| YTD | +13.5% | +21.0% | -7.5% | +13.6% |
| 1Y | +21.3% | +19.0% | +2.4% | +22.0% |
| All | +21.3% | +19.2% | +2.1% | +22.0% |
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