+228.3%
WAT vs PRU
+99.2%
+129.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | +0.6% | +3.6% | -3.0% | -0.8% |
| 30D | +5.4% | +8.9% | -3.4% | +1.8% |
| 3M | +11.3% | +0.2% | +11.1% | +10.9% |
| 6M | +37.4% | +23.7% | +13.7% | +25.6% |
| YTD | +21.2% | +13.7% | +7.4% | +14.2% |
| 1Y | +21.3% | +20.6% | +0.7% | +11.7% |
| 3Y | +83.4% | +56.3% | +27.1% | +51.5% |
| 5Y | +29.0% | +42.3% | -13.4% | +9.0% |
| All | +228.3% | +99.2% | +129.1% | +129.2% |
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