+37.0%
PRU vs WPM
+246.3%
-209.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.9% |
| 7D | +2.4% | +16.9% | -14.5% | +0.9% |
| 30D | +6.1% | +2.0% | +4.2% | +5.7% |
| 3M | -0.7% | +8.9% | -9.7% | -1.9% |
| 6M | +22.1% | +1.6% | +20.5% | +21.1% |
| YTD | +9.8% | +16.5% | -6.7% | +6.7% |
| 1Y | +19.4% | +42.2% | -22.9% | +13.4% |
| 3Y | +50.4% | +213.3% | -162.9% | +25.7% |
| All | +37.0% | +246.3% | -209.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling