+411.1%
PWR vs PRU
+42.1%
+369.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +11.3% | +3.6% | +7.7% | +9.7% |
| 30D | -8.9% | +8.9% | -17.7% | -12.5% |
| 3M | -10.5% | +0.2% | -10.7% | -11.0% |
| 6M | -22.2% | +23.7% | -45.9% | -30.1% |
| YTD | +42.7% | +13.7% | +29.0% | +32.4% |
| 1Y | +41.1% | +20.6% | +20.5% | +27.0% |
| 3Y | +242.7% | +56.3% | +186.4% | +159.7% |
| All | +411.1% | +42.1% | +369.0% | +300.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling