+95.9%
PRU vs TMF
-81.8%
+177.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -1.5% |
| 7D | 0.0% | -8.2% | +8.1% | -1.8% |
| 30D | +7.9% | +5.3% | +2.6% | +9.2% |
| 3M | +0.9% | -8.5% | +9.4% | -1.0% |
| 6M | +22.4% | -17.2% | +39.5% | +17.6% |
| YTD | +12.7% | -23.4% | +36.1% | +6.6% |
| 1Y | +19.6% | -30.2% | +49.8% | +10.8% |
| 3Y | +54.0% | -32.9% | +86.9% | +46.2% |
| 5Y | +41.0% | -88.5% | +129.6% | -25.2% |
| All | +95.9% | -81.8% | +177.8% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling