+132.1%
WFC vs PRU
+139.4%
-7.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.5% |
| 7D | +1.1% | +1.9% | -0.9% | -0.5% |
| 30D | +0.8% | -0.4% | +1.2% | +1.0% |
| 3M | +9.3% | +16.4% | -7.2% | -3.3% |
| 6M | +10.6% | +26.0% | -15.4% | -8.4% |
| YTD | -4.1% | +9.9% | -14.0% | -12.0% |
| 1Y | +13.6% | +18.8% | -5.2% | -2.2% |
| 3Y | +130.7% | +45.4% | +85.4% | +68.4% |
| 5Y | +126.7% | +45.6% | +81.2% | +65.1% |
| 10Y | +132.1% | +139.6% | -7.5% | +3.1% |
| All | +132.1% | +139.4% | -7.2% | +3.1% |
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