+45.7%
PRU vs TDY
+34.3%
+11.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.8% | -1.9% | -2.0% | -3.0% |
| 30D | -2.0% | -12.5% | +10.5% | +4.0% |
| 3M | +14.0% | -0.8% | +14.8% | +13.8% |
| 6M | +27.2% | -9.0% | +36.2% | +31.7% |
| YTD | +9.1% | +16.8% | -7.7% | -1.3% |
| 1Y | +18.1% | +9.5% | +8.6% | +10.1% |
| 3Y | +44.3% | +45.4% | -1.2% | +14.3% |
| 5Y | +45.7% | +37.8% | +7.9% | +14.6% |
| All | +45.7% | +34.3% | +11.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling