+43.6%
PRU vs WY
-32.7%
+76.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +9.0% | +8.0% | +1.0% | +5.4% |
| 3M | +2.1% | -17.7% | +19.8% | +10.7% |
| 6M | +25.4% | -10.8% | +36.2% | +30.2% |
| YTD | +13.5% | -10.6% | +24.1% | +16.8% |
| 1Y | +21.3% | -5.7% | +27.1% | +21.4% |
| 3Y | +55.1% | -24.8% | +79.9% | +69.1% |
| 5Y | +43.6% | -31.7% | +75.3% | +58.4% |
| All | +43.6% | -32.7% | +76.3% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling