+130.7%
WFC vs PRU
+46.6%
+84.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.6% |
| 7D | +1.1% | +1.9% | -0.9% | -0.4% |
| 30D | +0.8% | -0.4% | +1.2% | +1.0% |
| 3M | +9.3% | +16.4% | -7.2% | -2.9% |
| 6M | +10.6% | +26.0% | -15.4% | -7.9% |
| YTD | -4.1% | +9.9% | -14.0% | -11.6% |
| 1Y | +13.6% | +18.8% | -5.2% | -2.0% |
| 3Y | +130.7% | +45.4% | +85.4% | +68.1% |
| All | +130.7% | +46.6% | +84.1% | +68.1% |
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 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