+1,041.9%
WAT vs PRU
+806.6%
+235.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -1.3% | +1.9% | -3.1% | -1.8% |
| 30D | +2.3% | +2.7% | -0.4% | +1.6% |
| 3M | +8.7% | +19.5% | -10.7% | +3.5% |
| 6M | +28.3% | +26.6% | +1.7% | +20.2% |
| YTD | +7.8% | +12.3% | -4.6% | +4.1% |
| 1Y | +36.6% | +18.0% | +18.6% | +30.0% |
| 3Y | +45.7% | +47.0% | -1.3% | +30.4% |
| 5Y | -3.3% | +48.4% | -51.7% | -14.3% |
| 10Y | +162.1% | +142.4% | +19.7% | +95.2% |
| All | +1,041.9% | +806.6% | +235.4% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling