+120.5%
PRU vs WING
+656.3%
-535.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.4% |
| 7D | +2.4% | +9.0% | -6.7% | +1.2% |
| 30D | +6.1% | +39.9% | -33.8% | +1.3% |
| 3M | -0.7% | +40.4% | -41.1% | -5.8% |
| 6M | +22.1% | +12.9% | +9.2% | +18.5% |
| YTD | +9.8% | -31.1% | +40.9% | +13.0% |
| 1Y | +19.4% | -32.7% | +52.1% | +23.1% |
| 3Y | +50.4% | -19.8% | +70.2% | +43.7% |
| 5Y | +37.2% | +4.0% | +33.2% | +20.5% |
| 10Y | +119.5% | +684.4% | -564.9% | +17.1% |
| All | +120.5% | +656.3% | -535.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling