+769.7%
PRU vs TMF
-68.9%
+838.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +1.4% |
| 30D | +2.7% | -2.8% | +5.6% | +2.0% |
| 3M | +19.5% | -10.9% | +30.4% | +15.8% |
| 6M | +26.6% | -21.3% | +48.0% | +18.4% |
| YTD | +12.3% | -15.9% | +28.2% | +7.2% |
| 1Y | +18.0% | -15.7% | +33.8% | +13.1% |
| 3Y | +47.0% | -43.4% | +90.4% | +29.2% |
| 5Y | +48.4% | -87.8% | +136.2% | -20.0% |
| 10Y | +142.4% | -86.7% | +229.2% | +70.3% |
| All | +769.7% | -68.9% | +838.5% | +748.4% |
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 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