+68.5%
PRU vs TLN
+630.2%
-561.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.1% | -9.7% | -3.1% |
| 7D | +2.4% | -1.3% | +3.7% | +2.4% |
| 30D | +6.1% | -10.5% | +16.6% | +6.8% |
| 3M | -0.7% | +0.1% | -0.8% | -1.3% |
| 6M | +22.1% | -17.4% | +39.5% | +23.0% |
| YTD | +9.8% | -9.7% | +19.4% | +9.1% |
| 1Y | +19.4% | -12.3% | +31.6% | +18.8% |
| 3Y | +50.4% | +528.3% | -477.9% | +20.4% |
| All | +68.5% | +630.2% | -561.7% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling