+97.7%
PRU vs WCN
+322.1%
-224.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | +2.6% | +1.0% | +2.1% |
| 30D | +8.9% | +23.9% | -15.1% | -4.1% |
| 3M | +0.2% | +17.4% | -17.2% | -9.0% |
| 6M | +23.7% | +28.0% | -4.3% | +6.2% |
| YTD | +13.7% | +11.6% | +2.2% | +5.0% |
| 1Y | +20.6% | +16.9% | +3.8% | +7.9% |
| 3Y | +56.3% | +51.6% | +4.7% | +14.1% |
| 5Y | +42.3% | +48.0% | -5.6% | +2.5% |
| All | +97.7% | +322.1% | -224.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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