+731.6%
WFC vs PRU
+806.6%
-74.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.5% |
| 7D | +3.8% | +1.9% | +1.9% | +2.5% |
| 30D | +1.5% | +2.7% | -1.2% | -0.4% |
| 3M | +10.9% | +19.5% | -8.6% | -1.4% |
| 6M | +8.4% | +26.6% | -18.2% | -7.3% |
| YTD | -1.9% | +12.3% | -14.2% | -9.7% |
| 1Y | +12.3% | +18.0% | -5.7% | 0.0% |
| 3Y | +132.3% | +47.0% | +85.3% | +79.7% |
| 5Y | +130.1% | +48.4% | +81.6% | +78.0% |
| 10Y | +134.4% | +142.4% | -8.1% | +30.5% |
| All | +731.6% | +806.6% | -74.9% | +94.0% |
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