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  • WULF vs PRU✓SelectedUSD · PRUWULF vs PRU performance historyLatest closeAs of-4.09%09/09
Stock and ETF performance explorer

WULF vs PRU

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-30.9%
PRU return
+43.7%
Excess return
-74.7%
Maximum drawdown
-98.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioPRUExcessAlpha
1D-4.1%-1.5%-2.6%-2.7%
7D+15.6%-1.9%+17.5%+17.6%
30D+5.7%-2.6%+8.3%+8.0%
3M-32.3%+14.7%-47.0%-41.7%
6M+23.7%+25.7%-2.0%-3.2%
YTD+49.1%+8.3%+40.8%+34.6%
1Y+66.3%+17.3%+49.0%+37.9%
3Y+851.7%+43.2%+808.5%+594.2%
5Y-30.9%+43.5%-74.4%-43.4%
All-30.9%+43.7%-74.7%-43.4%

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