+90.7%
WFC vs PRU
+42.1%
+48.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | +2.5% | +3.6% | -1.1% | -0.4% |
| 30D | +7.0% | +8.9% | -1.9% | -0.4% |
| 3M | -1.8% | +0.2% | -1.9% | -2.3% |
| 6M | +18.4% | +23.7% | -5.3% | -1.3% |
| YTD | -5.6% | +13.7% | -19.3% | -16.4% |
| 1Y | +3.9% | +20.6% | -16.7% | -12.7% |
| 3Y | +126.3% | +56.3% | +70.0% | +49.3% |
| All | +90.7% | +42.1% | +48.6% | +37.8% |
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