+48.5%
PRU vs TAP
+2.2%
+46.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +1.9% | -2.3% | +4.2% | +2.6% |
| 30D | +2.7% | -2.1% | +4.9% | +3.3% |
| 3M | +19.5% | +6.6% | +12.8% | +16.6% |
| 6M | +26.6% | -11.5% | +38.1% | +31.1% |
| YTD | +12.3% | -10.3% | +22.6% | +15.1% |
| 1Y | +18.0% | -14.4% | +32.4% | +22.6% |
| 3Y | +47.0% | -28.3% | +75.3% | +60.5% |
| All | +48.5% | +2.2% | +46.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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