+675.9%
WFC vs PRU
+785.9%
-110.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.7% |
| 7D | +0.6% | +2.4% | -1.7% | -1.0% |
| 30D | +4.6% | +6.1% | -1.5% | +0.5% |
| 3M | -3.6% | -0.7% | -2.9% | -3.4% |
| 6M | +5.6% | +22.1% | -16.5% | -7.6% |
| YTD | -8.5% | +9.8% | -18.2% | -14.7% |
| 1Y | -0.3% | +19.4% | -19.7% | -12.0% |
| 3Y | +116.4% | +50.4% | +66.1% | +64.8% |
| 5Y | +87.2% | +37.2% | +50.1% | +52.3% |
| 10Y | +145.8% | +119.5% | +26.3% | +45.3% |
| All | +675.9% | +785.9% | -110.0% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling