+4.3%
WMT vs PRU
+16.8%
-12.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.2% | -1.9% | +1.6% | -0.1% |
| 30D | -5.8% | -2.6% | -3.2% | -5.7% |
| 3M | -10.8% | +14.7% | -25.5% | -10.4% |
| 6M | -14.3% | +25.7% | -40.0% | -14.3% |
| YTD | -4.4% | +8.3% | -12.7% | -3.5% |
| 1Y | +4.3% | +17.3% | -13.0% | +2.3% |
| All | +4.3% | +16.8% | -12.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling