+800.4%
PRU vs WTW
+806.3%
-5.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | +0.6% |
| 7D | +1.9% | -2.6% | +4.5% | +3.9% |
| 30D | +2.7% | -1.0% | +3.7% | +3.2% |
| 3M | +19.5% | +29.9% | -10.5% | -2.5% |
| 6M | +26.6% | +10.7% | +15.9% | +14.5% |
| YTD | +12.3% | +2.6% | +9.8% | +5.8% |
| 1Y | +18.0% | +2.8% | +15.3% | +10.6% |
| 3Y | +47.0% | +67.3% | -20.3% | -7.8% |
| 5Y | +48.4% | +56.6% | -8.2% | -4.5% |
| 10Y | +142.4% | +204.1% | -61.6% | -11.8% |
| All | +800.4% | +806.3% | -5.9% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling