+298.2%
WBD vs PRU
+283.1%
+15.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -1.8% | +1.9% | -3.7% | -2.5% |
| 30D | +8.8% | +2.7% | +6.1% | +7.7% |
| 3M | +4.6% | +19.5% | -14.8% | -1.9% |
| 6M | +1.1% | +26.6% | -25.6% | -7.4% |
| YTD | -2.0% | +12.3% | -14.3% | -6.6% |
| 1Y | +140.0% | +18.0% | +122.0% | +124.8% |
| 3Y | +144.4% | +47.0% | +97.4% | +114.1% |
| 5Y | -0.2% | +48.4% | -48.6% | -12.3% |
| 10Y | +9.1% | +142.4% | -133.3% | -20.5% |
| All | +298.2% | +283.1% | +15.1% | +124.6% |
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 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