+228.7%
PRU vs WU
-19.6%
+248.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.3% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | +2.7% | -1.1% | +3.8% | +3.2% |
| 3M | +19.5% | -3.9% | +23.3% | +18.4% |
| 6M | +26.6% | -20.7% | +47.3% | +42.3% |
| YTD | +12.3% | -18.4% | +30.7% | +22.7% |
| 1Y | +18.0% | -8.1% | +26.1% | +16.0% |
| 3Y | +47.0% | -24.2% | +71.2% | +57.2% |
| 5Y | +48.4% | -50.4% | +98.9% | +108.1% |
| 10Y | +142.4% | -40.0% | +182.5% | +179.5% |
| All | +228.7% | -19.6% | +248.3% | +159.5% |
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