+200.1%
PWR vs PRU
+47.2%
+153.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +3.6% | +1.9% | +1.7% | +2.9% |
| 30D | -8.6% | +2.7% | -11.3% | -9.5% |
| 3M | -13.2% | +19.5% | -32.6% | -19.2% |
| 6M | +9.9% | +26.6% | -16.7% | -0.4% |
| YTD | +48.0% | +12.3% | +35.7% | +40.1% |
| 1Y | +66.2% | +18.0% | +48.1% | +53.5% |
| All | +200.1% | +47.2% | +153.0% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling