+772.8%
PRU vs TMF
-69.1%
+841.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.1% |
| 7D | +4.8% | +2.7% | +2.1% | +5.6% |
| 30D | +7.9% | +19.3% | -11.5% | +13.4% |
| 3M | +3.1% | -3.7% | +6.8% | +2.0% |
| 6M | +25.2% | -11.3% | +36.5% | +21.2% |
| YTD | +12.7% | -16.6% | +29.3% | +7.3% |
| 1Y | +23.5% | -21.1% | +44.6% | +15.7% |
| 3Y | +50.6% | -26.8% | +77.4% | +43.5% |
| 5Y | +40.9% | -88.0% | +128.9% | -25.3% |
| 10Y | +125.5% | -84.7% | +210.1% | +66.4% |
| All | +772.8% | -69.1% | +841.9% | +749.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling