+800.4%
PRU vs TDY
+3,971.0%
-3,170.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | +1.9% | -1.8% | +3.7% | +3.0% |
| 30D | +2.7% | -10.7% | +13.4% | +9.8% |
| 3M | +19.5% | -1.3% | +20.7% | +19.5% |
| 6M | +26.6% | -10.6% | +37.2% | +33.6% |
| YTD | +12.3% | +19.6% | -7.2% | -1.5% |
| 1Y | +18.0% | +11.6% | +6.4% | +7.5% |
| 3Y | +47.0% | +45.2% | +1.8% | +11.9% |
| 5Y | +48.4% | +36.1% | +12.4% | +15.3% |
| 10Y | +142.4% | +458.8% | -316.4% | -21.4% |
| All | +800.4% | +3,971.0% | -3,170.6% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling