+13.7%
WBD vs PRU
+135.5%
-121.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -1.7% | -1.9% | +0.2% | -0.7% |
| 30D | +3.9% | -2.6% | +6.5% | +5.3% |
| 3M | +5.1% | +14.7% | -9.6% | -3.4% |
| 6M | +0.6% | +25.7% | -25.1% | -12.9% |
| YTD | -3.2% | +8.3% | -11.4% | -8.9% |
| 1Y | +127.7% | +17.3% | +110.3% | +104.3% |
| 3Y | +146.6% | +43.2% | +103.4% | +98.2% |
| 5Y | +4.2% | +43.5% | -39.3% | -16.1% |
| 10Y | +13.7% | +134.6% | -120.9% | -27.6% |
| All | +13.7% | +135.5% | -121.9% | -27.6% |
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 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