+97.7%
PRU vs TROW
+122.3%
-24.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.5% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | +8.9% | +9.3% | -0.5% | +2.4% |
| 3M | +0.2% | -0.9% | +1.1% | +0.7% |
| 6M | +23.7% | +8.3% | +15.4% | +16.1% |
| YTD | +13.7% | +10.6% | +3.1% | +4.7% |
| 1Y | +20.6% | +10.5% | +10.1% | +10.9% |
| 3Y | +56.3% | +36.5% | +19.8% | +21.1% |
| 5Y | +42.3% | -37.1% | +79.4% | +88.9% |
| All | +97.7% | +122.3% | -24.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling