+528.7%
WDC vs PRU
+36.1%
+492.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.1% |
| 7D | -28.0% | +2.4% | -30.3% | -29.0% |
| 30D | -34.9% | +6.1% | -41.1% | -37.4% |
| 3M | -41.6% | -0.7% | -40.8% | -41.7% |
| 6M | -45.4% | +22.1% | -67.4% | -52.9% |
| YTD | +53.3% | +9.8% | +43.5% | +40.6% |
| 1Y | +61.5% | +19.4% | +42.2% | +39.7% |
| 3Y | +712.3% | +50.4% | +662.0% | +472.7% |
| All | +528.7% | +36.1% | +492.6% | +371.8% |
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