+49.8%
PRU vs WCC
+131.2%
-81.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.8% | -1.9% |
| 7D | +1.9% | +4.5% | -2.6% | +0.8% |
| 30D | +2.7% | -5.8% | +8.5% | +4.0% |
| 3M | +19.5% | -3.7% | +23.1% | +19.6% |
| 6M | +26.6% | +23.1% | +3.6% | +17.6% |
| YTD | +12.3% | +44.2% | -31.8% | -0.6% |
| 1Y | +18.0% | +62.1% | -44.0% | +0.4% |
| All | +49.8% | +131.2% | -81.3% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling