+136.2%
PRU vs WTW
+198.0%
-61.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -2.3% | -5.7% | +3.4% | +1.2% |
| 30D | -1.7% | -7.3% | +5.5% | +2.7% |
| 3M | +13.2% | +21.5% | -8.2% | -0.3% |
| 6M | +28.8% | +9.6% | +19.1% | +19.3% |
| YTD | +9.8% | -3.3% | +13.1% | +8.8% |
| 1Y | +17.4% | -6.1% | +23.5% | +18.4% |
| 3Y | +44.9% | +61.8% | -16.9% | -2.0% |
| 5Y | +46.6% | +42.7% | +4.0% | +6.2% |
| All | +136.2% | +198.0% | -61.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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