+134.6%
PRU vs WU
-40.9%
+175.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -1.9% | -4.9% | +3.1% | +0.6% |
| 30D | -2.6% | -1.3% | -1.3% | -2.1% |
| 3M | +14.7% | -3.6% | +18.3% | +14.1% |
| 6M | +25.7% | -24.3% | +50.0% | +41.1% |
| YTD | +8.3% | -21.1% | +29.3% | +18.2% |
| 1Y | +17.3% | -10.3% | +27.6% | +17.7% |
| 3Y | +43.2% | -28.4% | +71.5% | +57.1% |
| 5Y | +43.5% | -51.2% | +94.7% | +95.8% |
| 10Y | +134.6% | -39.6% | +174.2% | +182.8% |
| All | +134.6% | -40.9% | +175.4% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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