+649.5%
PRU vs TRI
+561.6%
+87.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | +2.8% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | +2.7% | +7.9% | -5.1% | -3.5% |
| 3M | +19.5% | +24.1% | -4.6% | -1.3% |
| 6M | +26.6% | +3.8% | +22.8% | +14.6% |
| YTD | +12.3% | -16.9% | +29.2% | +16.6% |
| 1Y | +18.0% | -38.4% | +56.4% | +53.7% |
| 3Y | +47.0% | -12.2% | +59.2% | +35.6% |
| 5Y | +48.4% | -1.8% | +50.2% | +20.0% |
| 10Y | +142.4% | +207.6% | -65.2% | -30.9% |
| All | +649.5% | +561.6% | +87.8% | +5.4% |
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