+658.9%
PRU vs TRI
+584.3%
+74.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.6% | -2.9% | +6.5% | +5.6% |
| 30D | +8.9% | +3.7% | +5.2% | +4.9% |
| 3M | +0.2% | +3.7% | -3.5% | -5.2% |
| 6M | +23.7% | +35.1% | -11.4% | -7.8% |
| YTD | +13.7% | -14.0% | +27.8% | +12.8% |
| 1Y | +20.6% | -19.0% | +39.6% | +25.2% |
| 3Y | +56.3% | -12.0% | +68.3% | +41.8% |
| 5Y | +42.3% | +0.6% | +41.7% | +11.4% |
| 10Y | +99.3% | +225.4% | -126.2% | -46.7% |
| All | +658.9% | +584.3% | +74.6% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling