+42.4%
PRU vs TMF
-88.3%
+130.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | -3.4% | +0.5% | -2.9% |
| 30D | +8.5% | +11.5% | -3.0% | +8.9% |
| 3M | +1.7% | -4.5% | +6.3% | +1.6% |
| 6M | +24.8% | -15.0% | +39.7% | +24.1% |
| YTD | +13.3% | -19.9% | +33.1% | +12.5% |
| 1Y | +21.4% | -26.6% | +47.9% | +20.1% |
| 3Y | +54.8% | -29.8% | +84.6% | +53.5% |
| 5Y | +42.4% | -88.2% | +130.6% | +7.8% |
| All | +42.4% | -88.3% | +130.7% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling