+134.0%
WFC vs PRU
+115.4%
+18.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | 0.0% |
| 7D | +0.1% | +3.2% | -3.0% | -2.5% |
| 30D | +2.9% | +7.9% | -5.0% | -3.3% |
| 3M | -1.4% | +1.8% | -3.2% | -3.2% |
| 6M | +14.3% | +24.1% | -9.8% | -4.1% |
| YTD | -6.2% | +12.4% | -18.6% | -15.7% |
| 1Y | +1.6% | +20.9% | -19.3% | -14.0% |
| 3Y | +126.9% | +55.5% | +71.4% | +56.5% |
| 5Y | +94.0% | +42.7% | +51.3% | +43.2% |
| 10Y | +134.0% | +106.1% | +27.9% | +3.9% |
| All | +134.0% | +115.4% | +18.6% | +3.9% |
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