+139.6%
PRU vs WING
+341.7%
-202.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | -0.4% | -6.0% | +5.6% | +0.1% |
| 3M | +16.4% | -23.5% | +39.9% | +19.7% |
| 6M | +26.0% | -52.0% | +78.0% | +36.9% |
| YTD | +9.9% | -53.8% | +63.7% | +19.1% |
| 1Y | +18.8% | -63.8% | +82.6% | +32.5% |
| 3Y | +45.4% | -30.8% | +76.1% | +40.9% |
| 5Y | +45.6% | -34.3% | +79.8% | +36.9% |
| 10Y | +139.6% | +352.4% | -212.8% | +55.1% |
| All | +139.6% | +341.7% | -202.1% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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