+43.5%
PRU vs WY
-20.4%
+63.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.1% |
| 30D | -2.6% | -9.9% | +7.3% | +1.8% |
| 3M | +14.7% | -7.5% | +22.2% | +17.9% |
| 6M | +25.7% | -5.1% | +30.8% | +27.3% |
| YTD | +8.3% | -2.1% | +10.4% | +7.4% |
| 1Y | +17.3% | -7.3% | +24.7% | +19.2% |
| 3Y | +43.2% | -22.6% | +65.8% | +55.7% |
| 5Y | +43.5% | -19.8% | +63.3% | +50.6% |
| All | +43.5% | -20.4% | +63.9% | +50.6% |
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