+144.9%
W vs PRU
+145.9%
-1.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | -4.2% | +1.9% | -6.0% | -5.4% |
| 30D | -7.6% | +2.7% | -10.3% | -9.5% |
| 3M | +37.2% | +19.5% | +17.7% | +20.5% |
| 6M | +26.3% | +26.6% | -0.3% | +6.1% |
| YTD | -1.0% | +12.3% | -13.3% | -8.9% |
| 1Y | +20.1% | +18.0% | +2.0% | +6.2% |
| 3Y | +37.8% | +47.0% | -9.2% | +7.8% |
| 5Y | -63.7% | +48.4% | -112.1% | -70.7% |
| All | +144.9% | +145.9% | -1.0% | +9.4% |
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