+14.2%
PRU vs WETO
-99.4%
+113.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +0.6% |
| 7D | -2.3% | -4.3% | +2.0% | -2.3% |
| 30D | -1.7% | -39.9% | +38.2% | -1.9% |
| 3M | +13.2% | -97.9% | +111.1% | +15.1% |
| 6M | +28.8% | -95.0% | +123.8% | +28.7% |
| YTD | +9.8% | -97.2% | +106.9% | +10.2% |
| 1Y | +17.4% | -98.9% | +116.3% | +18.8% |
| All | +14.2% | -99.4% | +113.6% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling