+807.9%
PRU vs WY
+141.5%
+666.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.8% | -5.1% | +2.2% | +0.6% |
| 30D | +8.5% | +9.0% | -0.5% | +2.1% |
| 3M | +1.7% | -16.7% | +18.5% | +14.3% |
| 6M | +24.8% | -10.3% | +35.0% | +31.6% |
| YTD | +13.3% | -10.5% | +23.8% | +18.2% |
| 1Y | +21.4% | -5.9% | +27.3% | +22.0% |
| 3Y | +54.8% | -24.7% | +79.5% | +75.1% |
| 5Y | +42.4% | -31.5% | +73.9% | +66.9% |
| 10Y | +98.4% | +4.7% | +93.7% | +52.8% |
| All | +807.9% | +141.5% | +666.4% | +210.6% |
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 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