+2,396.1%
PWR vs PRU
+139.4%
+2,256.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.5% |
| 7D | +4.5% | +1.9% | +2.6% | +3.4% |
| 30D | -4.9% | -0.4% | -4.5% | -4.8% |
| 3M | -7.9% | +16.4% | -24.3% | -15.6% |
| 6M | +18.3% | +26.0% | -7.7% | +3.5% |
| YTD | +51.5% | +9.9% | +41.6% | +41.8% |
| 1Y | +70.3% | +18.8% | +51.5% | +52.3% |
| 3Y | +210.6% | +45.3% | +165.2% | +142.1% |
| 5Y | +456.7% | +45.6% | +411.1% | +324.1% |
| 10Y | +2,396.1% | +139.6% | +2,256.5% | +1,220.7% |
| All | +2,396.1% | +139.4% | +2,256.7% | +1,220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling