+134.7%
PRU vs TCOM
-10.5%
+145.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | -3.8% | -6.5% | +2.7% | -2.4% |
| 30D | -2.0% | -16.2% | +14.2% | +1.6% |
| 3M | +14.0% | -19.3% | +33.3% | +18.7% |
| 6M | +27.2% | -27.2% | +54.5% | +35.4% |
| YTD | +9.1% | -46.2% | +55.3% | +23.2% |
| 1Y | +18.1% | -46.6% | +64.7% | +33.4% |
| 3Y | +44.3% | +8.4% | +35.9% | +31.4% |
| 5Y | +45.7% | +25.8% | +19.9% | +18.4% |
| All | +134.7% | -10.5% | +145.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling