+1,003.1%
WMT vs PRU
+816.1%
+187.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +0.6% | +3.8% | -3.2% | 0.0% |
| 30D | +12.8% | +9.0% | +3.7% | +11.2% |
| 3M | +11.7% | +2.1% | +9.6% | +11.3% |
| 6M | -3.5% | +25.4% | -28.9% | -6.9% |
| YTD | +13.4% | +13.5% | -0.1% | +10.8% |
| 1Y | +23.6% | +21.3% | +2.3% | +19.5% |
| 3Y | +133.9% | +55.1% | +78.8% | +116.3% |
| 5Y | +170.1% | +43.6% | +126.5% | +150.4% |
| 10Y | +523.5% | +99.2% | +424.3% | +426.3% |
| All | +1,003.1% | +816.1% | +187.1% | +408.8% |
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 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