+88.4%
WAT vs PRU
+55.2%
+33.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.1% |
| 7D | +6.0% | +3.2% | +2.9% | +4.5% |
| 30D | +9.9% | +7.9% | +2.0% | +5.9% |
| 3M | +17.2% | +1.8% | +15.4% | +15.8% |
| 6M | +34.2% | +24.1% | +10.1% | +19.8% |
| YTD | +25.5% | +12.4% | +13.1% | +17.2% |
| 1Y | +28.3% | +20.9% | +7.3% | +15.3% |
| 3Y | +88.4% | +55.5% | +32.9% | +43.3% |
| All | +88.4% | +55.2% | +33.2% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling