+56.3%
PRU vs TKO
+154.2%
-97.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.6% | +2.3% | +1.3% | +3.1% |
| 30D | +8.9% | +13.4% | -4.5% | +6.4% |
| 3M | +0.2% | -1.7% | +1.9% | +0.3% |
| 6M | +23.7% | +7.2% | +16.5% | +21.4% |
| YTD | +13.7% | -5.4% | +19.1% | +14.1% |
| 1Y | +20.6% | +8.7% | +11.9% | +17.3% |
| 3Y | +56.3% | +150.4% | -94.1% | +38.3% |
| All | +56.3% | +154.2% | -97.9% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling