+17.8%
WBD vs PRU
+29.6%
-11.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +16.0% | -2.3% | +1.0% |
| 7D | +13.7% | +16.0% | -2.3% | +1.0% |
| 30D | +13.7% | +16.0% | -2.3% | +1.0% |
| 3M | +13.7% | +16.0% | -2.3% | +1.0% |
| 6M | +13.3% | +19.2% | -6.0% | -1.9% |
| YTD | +7.4% | +4.5% | +2.9% | +2.4% |
| 1Y | +63.0% | +14.9% | +48.1% | +43.3% |
| 3Y | +206.7% | +43.1% | +163.7% | +121.1% |
| All | +17.8% | +29.6% | -11.8% | -8.8% |
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