+779.9%
PRU vs TAP
+151.3%
+628.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +6.1% | +9.1% | -3.0% | +1.1% |
| 3M | -0.7% | -3.8% | +3.1% | +0.6% |
| 6M | +22.1% | -3.4% | +25.5% | +22.7% |
| YTD | +9.8% | -10.6% | +20.4% | +13.6% |
| 1Y | +19.4% | -4.4% | +23.8% | +18.8% |
| 3Y | +50.4% | -24.4% | +74.7% | +64.9% |
| 5Y | +37.2% | +2.1% | +35.1% | +23.0% |
| 10Y | +119.5% | -48.7% | +168.3% | +166.3% |
| All | +779.9% | +151.3% | +628.6% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling