+136.2%
PRU vs TKO
+989.7%
-853.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -2.3% | +2.3% | -4.6% | -2.9% |
| 30D | -1.7% | -2.5% | +0.7% | -1.3% |
| 3M | +13.2% | -10.6% | +23.8% | +16.1% |
| 6M | +28.8% | -5.1% | +33.8% | +29.5% |
| YTD | +9.8% | -8.2% | +18.0% | +11.1% |
| 1Y | +17.4% | -4.4% | +21.8% | +17.2% |
| 3Y | +44.9% | +100.4% | -55.5% | +15.5% |
| 5Y | +46.6% | +294.3% | -247.7% | -7.2% |
| All | +136.2% | +989.7% | -853.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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