+43.5%
PRU vs TRI
-10.1%
+53.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -1.9% | -8.4% | +6.5% | -0.2% |
| 30D | -2.6% | -6.5% | +3.9% | -1.4% |
| 3M | +14.7% | +18.6% | -3.9% | +9.9% |
| 6M | +25.7% | -10.4% | +36.1% | +27.7% |
| YTD | +8.3% | -23.7% | +32.0% | +15.3% |
| 1Y | +17.3% | -42.5% | +59.8% | +35.7% |
| 3Y | +43.2% | -19.3% | +62.5% | +42.9% |
| 5Y | +43.5% | -9.7% | +53.2% | +27.9% |
| All | +43.5% | -10.1% | +53.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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