+82.8%
PRU vs TW
+221.1%
-138.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +1.9% | -2.3% | +4.2% | +2.5% |
| 30D | +2.7% | +3.9% | -1.2% | +1.6% |
| 3M | +19.5% | +5.7% | +13.8% | +17.0% |
| 6M | +26.6% | -14.5% | +41.2% | +31.3% |
| YTD | +12.3% | -0.9% | +13.2% | +11.0% |
| 1Y | +18.0% | -13.5% | +31.6% | +21.4% |
| 3Y | +47.0% | +25.0% | +22.0% | +31.5% |
| 5Y | +48.4% | +22.7% | +25.7% | +30.4% |
| All | +82.8% | +221.1% | -138.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling