+139.6%
PRU vs WCC
+509.2%
-369.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -3.1% |
| 7D | +1.9% | +8.5% | -6.6% | -1.4% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +16.4% | +2.1% | +14.3% | +13.5% |
| 6M | +26.0% | +36.8% | -10.8% | +7.5% |
| YTD | +9.9% | +47.7% | -37.8% | -9.7% |
| 1Y | +18.8% | +66.5% | -47.7% | -8.1% |
| 3Y | +45.3% | +134.2% | -88.8% | -10.6% |
| 5Y | +45.6% | +231.6% | -186.1% | -30.0% |
| 10Y | +139.6% | +508.1% | -368.5% | -30.1% |
| All | +139.6% | +509.2% | -369.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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