+29.4%
PRU vs TPG
+85.9%
-56.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.0% |
| 7D | +1.9% | -2.9% | +4.8% | +3.0% |
| 30D | -0.4% | +5.0% | -5.5% | -2.3% |
| 3M | +16.4% | +24.9% | -8.5% | +6.9% |
| 6M | +26.0% | +21.1% | +5.0% | +16.3% |
| YTD | +9.9% | -17.3% | +27.2% | +15.9% |
| 1Y | +18.8% | -9.8% | +28.6% | +20.6% |
| 3Y | +45.3% | +95.4% | -50.1% | +8.3% |
| All | +29.4% | +85.9% | -56.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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