+127.7%
WBD vs PRU
+19.3%
+108.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +5.0% | -0.4% | +5.4% | +5.1% |
| 3M | +6.2% | +16.4% | -10.2% | +0.6% |
| 6M | +0.6% | +26.0% | -25.4% | -8.1% |
| YTD | -2.4% | +9.9% | -12.3% | -4.8% |
| 1Y | +127.7% | +18.8% | +108.9% | +115.2% |
| All | +127.7% | +19.3% | +108.4% | +115.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling