+537.1%
PRU vs TCOM
+2,694.8%
-2,157.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.9% | -9.5% | +11.4% | +4.5% |
| 30D | +2.7% | -10.7% | +13.4% | +5.7% |
| 3M | +19.5% | -14.6% | +34.1% | +23.7% |
| 6M | +26.6% | -19.3% | +46.0% | +32.9% |
| YTD | +12.3% | -42.9% | +55.3% | +28.3% |
| 1Y | +18.0% | -43.8% | +61.8% | +35.0% |
| 3Y | +47.0% | +2.1% | +44.9% | +35.3% |
| 5Y | +48.4% | +31.2% | +17.2% | +15.7% |
| 10Y | +142.4% | -13.9% | +156.4% | +98.9% |
| All | +537.1% | +2,694.8% | -2,157.7% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling