+278.8%
WMB vs PRU
+48.6%
+230.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +0.6% | +1.9% | -1.3% | -0.2% |
| 30D | +3.3% | +2.7% | +0.5% | +2.2% |
| 3M | +3.1% | +19.5% | -16.3% | -3.8% |
| 6M | -0.7% | +26.6% | -27.3% | -9.7% |
| YTD | +25.2% | +12.3% | +12.8% | +18.9% |
| 1Y | +32.9% | +18.0% | +14.8% | +23.4% |
| 3Y | +140.6% | +47.0% | +93.5% | +98.4% |
| All | +278.8% | +48.6% | +230.2% | +201.3% |
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