+21.4%
PRU vs WING
-29.6%
+51.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +8.5% | +32.3% | -23.8% | +7.3% |
| 3M | +1.7% | +50.2% | -48.4% | +0.1% |
| 6M | +24.8% | +31.7% | -6.9% | +23.2% |
| YTD | +13.3% | -29.6% | +42.9% | +15.2% |
| 1Y | +21.4% | -29.7% | +51.1% | +23.0% |
| All | +21.4% | -29.6% | +51.0% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling