+809.8%
PRU vs WY
+141.2%
+668.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.6% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | +9.0% | +8.0% | +1.0% | +3.2% |
| 3M | +2.1% | -17.7% | +19.8% | +15.7% |
| 6M | +25.4% | -10.8% | +36.2% | +32.8% |
| YTD | +13.5% | -10.6% | +24.1% | +18.5% |
| 1Y | +21.3% | -5.7% | +27.1% | +21.8% |
| 3Y | +55.1% | -24.8% | +79.9% | +75.6% |
| 5Y | +43.6% | -31.7% | +75.3% | +68.6% |
| 10Y | +99.2% | +2.9% | +96.3% | +55.4% |
| All | +809.8% | +141.2% | +668.6% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling