+139.6%
PRU vs WWD
+476.2%
-336.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | -0.4% | -6.4% | +6.0% | +2.7% |
| 3M | +16.4% | -5.6% | +22.0% | +17.9% |
| 6M | +26.0% | -9.1% | +35.1% | +28.8% |
| YTD | +9.9% | +12.5% | -2.6% | -0.9% |
| 1Y | +18.8% | +41.3% | -22.6% | -6.6% |
| 3Y | +45.3% | +170.2% | -124.9% | -24.7% |
| 5Y | +45.6% | +192.5% | -146.9% | -31.0% |
| 10Y | +139.6% | +476.9% | -337.3% | -22.9% |
| All | +139.6% | +476.2% | -336.6% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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