+45.7%
PRU vs TKO
+303.5%
-257.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | -2.0% | -2.6% | +0.6% | -1.6% |
| 3M | +14.0% | -7.8% | +21.7% | +15.5% |
| 6M | +27.2% | -7.0% | +34.3% | +28.4% |
| YTD | +9.1% | -8.5% | +17.6% | +10.3% |
| 1Y | +18.1% | -1.3% | +19.4% | +17.1% |
| 3Y | +44.3% | +105.0% | -60.7% | +21.0% |
| 5Y | +45.7% | +292.9% | -247.2% | -9.4% |
| All | +45.7% | +303.5% | -257.8% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling