+4.2%
WBD vs PRU
+45.5%
-41.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.2% |
| 7D | -0.7% | +1.9% | -2.6% | -2.2% |
| 30D | +5.0% | -0.4% | +5.4% | +5.2% |
| 3M | +6.2% | +16.4% | -10.2% | -6.2% |
| 6M | +0.6% | +26.0% | -25.4% | -17.2% |
| YTD | -2.4% | +9.9% | -12.3% | -11.1% |
| 1Y | +127.7% | +18.8% | +108.9% | +94.4% |
| 3Y | +148.4% | +45.4% | +103.1% | +75.6% |
| 5Y | +4.2% | +45.6% | -41.3% | -27.3% |
| All | +4.2% | +45.5% | -41.3% | -27.3% |
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