+811.7%
PRU vs TKO
+3,574.3%
-2,762.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.6% | +2.3% | +1.3% | +2.8% |
| 30D | +8.9% | +13.4% | -4.5% | +4.4% |
| 3M | +0.2% | -1.7% | +1.9% | +0.4% |
| 6M | +23.7% | +7.2% | +16.5% | +19.8% |
| YTD | +13.7% | -5.4% | +19.1% | +14.1% |
| 1Y | +20.6% | +8.7% | +11.9% | +15.2% |
| 3Y | +56.3% | +150.4% | -94.1% | +9.0% |
| 5Y | +42.3% | +276.6% | -234.3% | -17.5% |
| 10Y | +99.3% | +1,134.6% | -1,035.3% | -34.0% |
| All | +811.7% | +3,574.3% | -2,762.7% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling