+63.3%
WM vs PRU
+38.4%
+24.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.7% |
| 7D | +4.5% | +4.8% | -0.3% | +3.6% |
| 30D | +16.1% | +7.9% | +8.2% | +14.5% |
| 3M | +8.0% | +3.1% | +4.9% | +7.4% |
| 6M | +8.4% | +25.2% | -16.8% | +4.3% |
| YTD | +11.2% | +12.7% | -1.5% | +8.7% |
| 1Y | +22.3% | +23.5% | -1.2% | +17.6% |
| 3Y | +50.2% | +50.6% | -0.3% | +36.8% |
| 5Y | +63.3% | +40.9% | +22.4% | +49.0% |
| All | +63.3% | +38.4% | +24.9% | +49.0% |
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 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