+99.2%
PRU vs THC
+1,758.3%
-1,659.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.8% | +8.8% | -5.1% | +1.8% |
| 30D | +9.0% | +10.0% | -1.0% | +6.6% |
| 3M | +2.1% | +11.7% | -9.5% | -0.6% |
| 6M | +25.4% | +52.5% | -27.1% | +12.5% |
| YTD | +13.5% | +46.1% | -32.6% | +2.1% |
| 1Y | +21.3% | +49.1% | -27.8% | +8.3% |
| 3Y | +55.1% | +439.6% | -384.5% | -2.4% |
| 5Y | +43.6% | +263.2% | -219.6% | -5.3% |
| 10Y | +99.2% | +1,900.5% | -1,801.2% | -13.6% |
| All | +99.2% | +1,758.3% | -1,659.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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