+231.8%
WAT vs PRU
+107.2%
+124.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.6% |
| 7D | +3.4% | +3.8% | -0.4% | +1.8% |
| 30D | +9.6% | +9.0% | +0.6% | +5.8% |
| 3M | +15.5% | +2.1% | +13.3% | +14.2% |
| 6M | +33.9% | +25.4% | +8.5% | +21.7% |
| YTD | +25.2% | +13.5% | +11.7% | +18.1% |
| 1Y | +26.3% | +21.3% | +4.9% | +16.0% |
| 3Y | +85.8% | +55.1% | +30.7% | +53.9% |
| 5Y | +35.3% | +43.6% | -8.3% | +14.0% |
| 10Y | +231.8% | +99.2% | +132.5% | +132.1% |
| All | +231.8% | +107.2% | +124.6% | +132.1% |
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