+37.0%
PRU vs THC
+274.4%
-237.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | +2.4% | +3.7% | -1.3% | +1.7% |
| 30D | +6.1% | +9.0% | -2.9% | +4.5% |
| 3M | -0.7% | +10.4% | -11.1% | -2.6% |
| 6M | +22.1% | +45.7% | -23.6% | +13.1% |
| YTD | +9.8% | +42.6% | -32.8% | +1.5% |
| 1Y | +19.4% | +38.8% | -19.4% | +10.6% |
| 3Y | +50.4% | +418.8% | -368.5% | +3.1% |
| All | +37.0% | +274.4% | -237.4% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling