+45.6%
PRU vs WCN
+30.9%
+14.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | -0.4% | -2.1% | +1.7% | +0.2% |
| 3M | +16.4% | +6.4% | +10.1% | +14.0% |
| 6M | +26.0% | -3.7% | +29.7% | +27.1% |
| YTD | +9.9% | -6.4% | +16.3% | +11.6% |
| 1Y | +18.8% | -7.9% | +26.7% | +21.2% |
| 3Y | +45.4% | +20.8% | +24.5% | +34.0% |
| 5Y | +45.6% | +29.0% | +16.6% | +30.7% |
| All | +45.6% | +30.9% | +14.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling