+234.8%
WAT vs PRU
+115.4%
+119.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.3% |
| 7D | +6.0% | +3.2% | +2.9% | +4.7% |
| 30D | +9.9% | +7.9% | +2.0% | +6.5% |
| 3M | +17.2% | +1.8% | +15.4% | +16.1% |
| 6M | +34.2% | +24.1% | +10.1% | +22.5% |
| YTD | +25.5% | +12.4% | +13.1% | +18.9% |
| 1Y | +28.3% | +20.9% | +7.3% | +18.0% |
| 3Y | +88.4% | +55.5% | +32.9% | +56.0% |
| 5Y | +36.1% | +42.7% | -6.5% | +15.1% |
| 10Y | +234.8% | +106.1% | +128.7% | +130.5% |
| All | +234.8% | +115.4% | +119.4% | +130.5% |
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 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