+116.4%
WFC vs PRU
+46.4%
+70.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.9% |
| 7D | +0.6% | +2.4% | -1.7% | -1.3% |
| 30D | +4.6% | +6.1% | -1.5% | -0.1% |
| 3M | -3.6% | -0.7% | -2.9% | -3.4% |
| 6M | +5.6% | +22.1% | -16.5% | -9.7% |
| YTD | -8.5% | +9.8% | -18.2% | -15.7% |
| 1Y | -0.3% | +19.4% | -19.7% | -14.4% |
| 3Y | +116.4% | +50.4% | +66.1% | +50.9% |
| All | +116.4% | +46.4% | +70.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling