+13.5%
PRU vs WETO
-99.4%
+112.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.8% |
| 7D | -3.8% | -19.9% | +16.0% | -3.8% |
| 30D | -2.0% | -42.7% | +40.6% | -2.2% |
| 3M | +14.0% | -97.7% | +111.7% | +15.8% |
| 6M | +27.2% | -94.4% | +121.7% | +27.0% |
| YTD | +9.1% | -97.0% | +106.1% | +9.5% |
| 1Y | +18.1% | -98.9% | +116.9% | +19.5% |
| All | +13.5% | -99.4% | +112.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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