+95.9%
PRU vs WING
+620.6%
-524.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | 0.0% |
| 7D | 0.0% | -3.9% | +3.9% | +0.4% |
| 30D | +7.9% | +26.6% | -18.7% | +4.6% |
| 3M | +0.9% | +42.5% | -41.6% | -4.1% |
| 6M | +22.4% | +29.4% | -7.1% | +17.0% |
| YTD | +12.7% | -32.8% | +45.5% | +16.2% |
| 1Y | +19.6% | -33.5% | +53.0% | +23.2% |
| 3Y | +54.0% | -23.4% | +77.4% | +48.4% |
| 5Y | +41.0% | -0.4% | +41.5% | +25.3% |
| All | +95.9% | +620.6% | -524.7% | +13.8% |
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