+97.7%
PRU vs TKO
+1,121.1%
-1,023.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.6% | +2.3% | +1.3% | +3.0% |
| 30D | +8.9% | +13.4% | -4.5% | +5.4% |
| 3M | +0.2% | -1.7% | +1.9% | +0.4% |
| 6M | +23.7% | +7.2% | +16.5% | +20.6% |
| YTD | +13.7% | -5.4% | +19.1% | +14.1% |
| 1Y | +20.6% | +8.7% | +11.9% | +16.4% |
| 3Y | +56.3% | +150.4% | -94.1% | +17.7% |
| 5Y | +42.3% | +276.6% | -234.3% | -8.6% |
| All | +97.7% | +1,121.1% | -1,023.4% | -5.3% |
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