+42.2%
PRU vs TAP
+0.6%
+41.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.1% |
| 7D | +3.6% | +1.3% | +2.4% | +3.2% |
| 30D | +8.9% | +5.7% | +3.1% | +6.9% |
| 3M | +0.2% | -1.9% | +2.1% | +0.5% |
| 6M | +23.7% | +0.9% | +22.8% | +22.6% |
| YTD | +13.7% | -9.5% | +23.3% | +16.0% |
| 1Y | +20.6% | -9.0% | +29.6% | +22.6% |
| 3Y | +56.3% | -22.2% | +78.6% | +65.2% |
| All | +42.2% | +0.6% | +41.6% | +26.9% |
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