+49.6%
PRU vs TMF
-42.2%
+91.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +2.7% | -2.8% | +5.6% | +2.8% |
| 3M | +19.5% | -10.9% | +30.4% | +19.6% |
| 6M | +26.6% | -21.3% | +48.0% | +26.9% |
| YTD | +12.3% | -15.9% | +28.2% | +12.5% |
| 1Y | +18.0% | -15.7% | +33.8% | +18.2% |
| All | +49.6% | -42.2% | +91.8% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling