+12.6%
PRU vs WETO
-99.4%
+112.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.5% |
| 7D | -1.9% | -38.7% | +36.8% | -1.9% |
| 30D | -2.6% | -51.3% | +48.7% | -2.7% |
| 3M | +14.7% | -97.8% | +112.5% | +16.5% |
| 6M | +25.7% | -94.8% | +120.4% | +25.4% |
| YTD | +8.3% | -97.2% | +105.5% | +8.7% |
| 1Y | +17.3% | -98.9% | +116.3% | +18.8% |
| All | +12.6% | -99.4% | +112.0% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling