+800.4%
PRU vs THC
+67.6%
+732.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | +1.9% | -0.7% | +2.5% | +2.0% |
| 30D | +2.7% | +1.3% | +1.5% | +2.3% |
| 3M | +19.5% | +64.2% | -44.8% | +5.6% |
| 6M | +26.6% | +8.3% | +18.4% | +22.8% |
| YTD | +12.3% | +33.4% | -21.0% | +3.2% |
| 1Y | +18.0% | +37.7% | -19.6% | +7.1% |
| 3Y | +47.0% | +236.8% | -189.8% | +4.2% |
| 5Y | +48.4% | +249.3% | -200.8% | -0.9% |
| 10Y | +142.4% | +995.2% | -852.8% | +3.7% |
| All | +800.4% | +67.6% | +732.8% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling