+45.6%
PRU vs TW
+22.4%
+23.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.5% |
| 7D | +1.9% | -3.5% | +5.4% | +2.6% |
| 30D | -0.4% | +0.5% | -0.9% | -0.6% |
| 3M | +16.4% | +4.9% | +11.5% | +14.8% |
| 6M | +26.0% | -17.1% | +43.1% | +30.7% |
| YTD | +9.9% | -3.9% | +13.8% | +9.6% |
| 1Y | +18.8% | -13.3% | +32.0% | +21.5% |
| 3Y | +45.4% | +20.9% | +24.4% | +33.2% |
| 5Y | +45.6% | +20.5% | +25.1% | +27.4% |
| All | +45.6% | +22.4% | +23.1% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling