+43.5%
PRU vs TROW
-38.1%
+81.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.7% |
| 7D | -1.9% | -1.5% | -0.4% | -1.1% |
| 30D | -2.6% | -5.3% | +2.7% | +0.1% |
| 3M | +14.7% | +2.9% | +11.8% | +12.5% |
| 6M | +25.7% | +22.2% | +3.5% | +12.8% |
| YTD | +8.3% | +8.1% | +0.2% | +3.3% |
| 1Y | +17.3% | +5.8% | +11.5% | +13.0% |
| 3Y | +43.2% | +14.0% | +29.2% | +31.5% |
| 5Y | +43.5% | -38.3% | +81.8% | +68.5% |
| All | +43.5% | -38.1% | +81.6% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling