+49.8%
PRU vs TLN
+476.4%
-426.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -1.3% |
| 7D | +1.9% | +7.1% | -5.2% | +1.2% |
| 30D | +2.7% | -3.9% | +6.6% | +3.0% |
| 3M | +19.5% | -16.2% | +35.6% | +20.8% |
| 6M | +26.6% | -5.8% | +32.5% | +26.0% |
| YTD | +12.3% | -15.4% | +27.8% | +12.7% |
| 1Y | +18.0% | -16.7% | +34.7% | +18.2% |
| All | +49.8% | +476.4% | -426.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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