+42.9%
PRU vs TKO
+103.5%
-60.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -2.6% | +0.9% | -3.5% | -2.8% |
| 3M | +14.7% | -6.2% | +20.9% | +15.7% |
| 6M | +25.7% | -5.6% | +31.3% | +26.3% |
| YTD | +8.3% | -7.8% | +16.1% | +9.2% |
| 1Y | +17.3% | -1.2% | +18.5% | +16.5% |
| All | +42.9% | +103.5% | -60.6% | +28.3% |
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