+800.4%
PRU vs WY
+169.2%
+631.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | +1.9% | -1.7% | +3.6% | +3.1% |
| 30D | +2.7% | -10.1% | +12.8% | +10.1% |
| 3M | +19.5% | -5.1% | +24.6% | +22.3% |
| 6M | +26.6% | -4.8% | +31.4% | +28.6% |
| YTD | +12.3% | -0.2% | +12.6% | +9.5% |
| 1Y | +18.0% | -6.6% | +24.7% | +19.6% |
| 3Y | +47.0% | -22.7% | +69.8% | +64.4% |
| 5Y | +48.4% | -22.2% | +70.6% | +59.5% |
| 10Y | +142.4% | +7.3% | +135.2% | +84.4% |
| All | +800.4% | +169.2% | +631.2% | +187.6% |
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