+134.7%
PRU vs WY
+7.2%
+127.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +2.3% |
| 7D | -3.8% | -3.7% | -0.2% | -1.8% |
| 30D | -2.0% | -11.3% | +9.3% | +4.7% |
| 3M | +14.0% | -8.1% | +22.1% | +18.5% |
| 6M | +27.2% | -7.4% | +34.7% | +31.1% |
| YTD | +9.1% | -4.7% | +13.8% | +9.7% |
| 1Y | +18.1% | -9.2% | +27.3% | +21.6% |
| 3Y | +44.3% | -24.7% | +69.0% | +62.0% |
| 5Y | +45.7% | -21.6% | +67.3% | +54.9% |
| All | +134.7% | +7.2% | +127.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling