+97.7%
PRU vs THC
+1,813.2%
-1,715.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.6% | +1.0% | +2.7% | +3.4% |
| 30D | +8.9% | +5.3% | +3.6% | +7.6% |
| 3M | +0.2% | +7.1% | -6.9% | -1.6% |
| 6M | +23.7% | +46.0% | -22.3% | +12.1% |
| YTD | +13.7% | +43.9% | -30.2% | +2.6% |
| 1Y | +20.6% | +45.4% | -24.8% | +8.2% |
| 3Y | +56.3% | +421.3% | -365.0% | -1.0% |
| 5Y | +42.3% | +261.5% | -219.1% | -6.3% |
| All | +97.7% | +1,813.2% | -1,715.5% | -13.5% |
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