+280.9%
WMB vs PRU
+102.7%
+178.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.6% | -2.8% | +4.4% | +3.0% |
| 30D | -7.1% | +8.5% | -15.6% | -11.1% |
| 3M | -4.0% | +1.7% | -5.7% | -5.5% |
| 6M | -5.7% | +24.8% | -30.5% | -16.3% |
| YTD | +17.2% | +13.3% | +3.9% | +8.3% |
| 1Y | +17.2% | +21.4% | -4.2% | +4.5% |
| 3Y | +121.1% | +54.8% | +66.3% | +69.3% |
| 5Y | +197.2% | +42.4% | +154.8% | +132.0% |
| 10Y | +280.9% | +98.4% | +182.5% | +117.8% |
| All | +280.9% | +102.7% | +178.2% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling