+45.7%
PRU vs WTW
+42.3%
+3.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | -3.8% | -7.8% | +4.0% | -0.4% |
| 30D | -2.0% | -7.9% | +5.9% | +1.5% |
| 3M | +14.0% | +19.9% | -6.0% | +4.6% |
| 6M | +27.2% | +9.8% | +17.4% | +20.6% |
| YTD | +9.1% | -3.3% | +12.4% | +9.1% |
| 1Y | +18.1% | -3.3% | +21.4% | +17.9% |
| 3Y | +44.3% | +61.5% | -17.3% | +6.4% |
| 5Y | +45.7% | +42.6% | +3.1% | +10.6% |
| All | +45.7% | +42.3% | +3.4% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling