+37.0%
PRU vs TMF
-88.0%
+125.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +2.4% | +1.2% | +1.2% | +2.4% |
| 30D | +6.1% | +19.7% | -13.6% | +6.7% |
| 3M | -0.7% | -2.1% | +1.4% | -0.8% |
| 6M | +22.1% | -13.4% | +35.5% | +21.4% |
| YTD | +9.8% | -16.7% | +26.5% | +9.1% |
| 1Y | +19.4% | -23.3% | +42.7% | +18.2% |
| 3Y | +50.4% | -24.8% | +75.2% | +49.5% |
| All | +37.0% | -88.0% | +125.0% | +3.4% |
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