+29.5%
WAT vs PRU
+41.9%
-12.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +2.0% | 0.0% | +2.1% | +2.0% |
| 30D | +7.7% | +7.9% | -0.2% | +3.7% |
| 3M | +11.1% | +0.9% | +10.2% | +10.2% |
| 6M | +31.2% | +22.4% | +8.9% | +18.1% |
| YTD | +21.7% | +12.7% | +9.0% | +13.6% |
| 1Y | +19.3% | +19.6% | -0.3% | +8.1% |
| 3Y | +80.6% | +54.0% | +26.6% | +41.3% |
| 5Y | +29.5% | +41.0% | -11.5% | +5.7% |
| All | +29.5% | +41.9% | -12.4% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling