+99.2%
PRU vs TCOM
+3.0%
+96.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.8% | +6.5% | -2.7% | +2.4% |
| 30D | +9.0% | +13.3% | -4.3% | +6.1% |
| 3M | +2.1% | -6.5% | +8.6% | +3.4% |
| 6M | +25.4% | -16.3% | +41.7% | +29.5% |
| YTD | +13.5% | -38.7% | +52.2% | +24.7% |
| 1Y | +21.3% | -40.1% | +61.5% | +33.9% |
| 3Y | +55.1% | +30.6% | +24.5% | +35.3% |
| 5Y | +43.6% | +45.8% | -2.2% | +12.8% |
| 10Y | +99.2% | +8.1% | +91.2% | +54.7% |
| All | +99.2% | +3.0% | +96.3% | +54.7% |
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