+682.0%
WDC vs PRU
+97.4%
+584.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +16.3% | 0.0% | +16.3% | +16.4% |
| 30D | -18.3% | +7.9% | -26.2% | -22.6% |
| 3M | -31.4% | +0.9% | -32.3% | -32.4% |
| 6M | -36.3% | +22.4% | -58.6% | -45.5% |
| YTD | +80.8% | +12.7% | +68.1% | +62.1% |
| 1Y | +87.7% | +19.6% | +68.1% | +61.4% |
| 3Y | +819.4% | +54.0% | +765.4% | +549.3% |
| 5Y | +583.2% | +41.0% | +542.2% | +408.8% |
| All | +682.0% | +97.4% | +584.5% | +340.3% |
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 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