+86.8%
WFC vs PRU
+36.1%
+50.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.7% |
| 7D | +1.2% | +2.4% | -1.2% | -0.9% |
| 30D | +5.2% | +6.1% | -0.9% | -0.1% |
| 3M | -3.0% | -0.7% | -2.3% | -2.9% |
| 6M | +6.2% | +22.1% | -15.9% | -10.6% |
| YTD | -7.9% | +9.8% | -17.7% | -16.1% |
| 1Y | +0.3% | +19.4% | -19.1% | -15.1% |
| 3Y | +117.7% | +50.4% | +67.4% | +48.3% |
| All | +86.8% | +36.1% | +50.6% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling