+134.6%
PRU vs TD
+295.5%
-160.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.4% |
| 7D | -1.9% | -1.9% | 0.0% | 0.0% |
| 30D | -2.6% | -1.6% | -1.0% | -1.2% |
| 3M | +14.7% | +4.6% | +10.1% | +9.0% |
| 6M | +25.7% | +26.8% | -1.1% | -1.8% |
| YTD | +8.3% | +28.3% | -20.1% | -16.6% |
| 1Y | +17.3% | +60.4% | -43.1% | -28.2% |
| 3Y | +43.2% | +125.7% | -82.5% | -40.4% |
| 5Y | +43.5% | +122.4% | -78.8% | -41.2% |
| 10Y | +134.6% | +297.1% | -162.5% | -41.6% |
| All | +134.6% | +295.5% | -160.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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