+45.4%
PRU vs WY
-23.0%
+68.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.7% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | -0.4% | -10.5% | +10.1% | +3.5% |
| 3M | +16.4% | -4.9% | +21.3% | +17.8% |
| 6M | +26.0% | -4.9% | +31.0% | +27.3% |
| YTD | +9.9% | -1.7% | +11.6% | +8.9% |
| 1Y | +18.8% | -9.4% | +28.1% | +21.7% |
| 3Y | +45.4% | -22.3% | +67.7% | +59.0% |
| All | +45.4% | -23.0% | +68.3% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling