+134.7%
PRU vs WCN
+235.2%
-100.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | -3.8% | -4.4% | +0.6% | -1.3% |
| 30D | -2.0% | -4.4% | +2.4% | +0.5% |
| 3M | +14.0% | +0.5% | +13.5% | +13.1% |
| 6M | +27.2% | -3.3% | +30.5% | +28.4% |
| YTD | +9.1% | -8.5% | +17.6% | +13.1% |
| 1Y | +18.1% | -8.9% | +27.0% | +22.4% |
| 3Y | +44.3% | +18.0% | +26.2% | +22.7% |
| 5Y | +45.7% | +25.0% | +20.7% | +15.0% |
| All | +134.7% | +235.2% | -100.6% | +11.7% |
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