+455.3%
WELL vs PRU
+115.4%
+339.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.1% |
| 7D | +3.5% | +3.2% | +0.3% | +1.9% |
| 30D | +9.7% | +7.9% | +1.8% | +5.9% |
| 3M | +4.8% | +1.8% | +3.0% | +3.7% |
| 6M | +16.1% | +24.1% | -8.1% | +4.7% |
| YTD | +34.7% | +12.4% | +22.3% | +26.3% |
| 1Y | +31.9% | +20.9% | +11.0% | +19.3% |
| 3Y | +209.9% | +55.5% | +154.4% | +138.8% |
| 5Y | +226.5% | +42.7% | +183.9% | +156.9% |
| 10Y | +455.3% | +106.1% | +349.1% | +237.5% |
| All | +455.3% | +115.4% | +339.9% | +237.5% |
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