+221.2%
PRU vs WU
-20.2%
+241.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.3% |
| 7D | +2.4% | +11.7% | -9.3% | -5.4% |
| 30D | +6.1% | +12.6% | -6.5% | -2.7% |
| 3M | -0.7% | -0.5% | -0.2% | -1.4% |
| 6M | +22.1% | -18.2% | +40.2% | +34.1% |
| YTD | +9.8% | -19.0% | +28.8% | +19.5% |
| 1Y | +19.4% | -16.7% | +36.0% | +26.7% |
| 3Y | +50.4% | -21.0% | +71.4% | +56.3% |
| 5Y | +37.2% | -41.7% | +78.9% | +68.2% |
| 10Y | +119.5% | -35.0% | +154.5% | +135.5% |
| All | +221.2% | -20.2% | +241.4% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling