-3.2%
WAT vs PRU
+48.6%
-51.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -1.3% | +1.9% | -3.1% | -2.2% |
| 30D | +2.3% | +2.7% | -0.4% | +1.0% |
| 3M | +8.7% | +19.5% | -10.7% | -0.4% |
| 6M | +28.3% | +26.6% | +1.7% | +14.2% |
| YTD | +7.8% | +12.3% | -4.6% | +1.2% |
| 1Y | +36.6% | +18.0% | +18.6% | +24.8% |
| 3Y | +45.7% | +47.0% | -1.3% | +17.9% |
| All | -3.2% | +48.6% | -51.8% | -21.6% |
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