+42.9%
PRU vs WTW
+60.9%
-18.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.4% |
| 7D | -1.9% | -7.1% | +5.2% | +0.4% |
| 30D | -2.6% | -8.5% | +5.9% | +0.2% |
| 3M | +14.7% | +20.6% | -5.9% | +7.7% |
| 6M | +25.7% | +7.2% | +18.5% | +22.0% |
| YTD | +8.3% | -3.9% | +12.1% | +9.0% |
| 1Y | +17.3% | -3.6% | +20.9% | +17.9% |
| All | +42.9% | +60.9% | -18.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling