+841.4%
WMT vs PRU
+806.6%
+34.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.9% | +1.9% | +2.1% | +3.6% |
| 30D | -4.4% | +2.7% | -7.1% | -4.8% |
| 3M | -8.8% | +19.5% | -28.2% | -11.3% |
| 6M | -15.6% | +26.6% | -42.3% | -18.8% |
| YTD | -3.2% | +12.3% | -15.6% | -5.3% |
| 1Y | +7.0% | +18.0% | -11.0% | +3.9% |
| 3Y | +105.3% | +47.0% | +58.3% | +91.4% |
| 5Y | +129.3% | +48.4% | +80.8% | +111.4% |
| 10Y | +423.9% | +142.4% | +281.5% | +329.4% |
| All | +841.4% | +806.6% | +34.8% | +335.1% |
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