+41.8%
PRU vs TROW
-35.4%
+77.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.8% | -1.7% | -1.2% | -2.0% |
| 30D | +8.5% | +6.4% | +2.1% | +5.2% |
| 3M | +1.7% | -1.5% | +3.2% | +2.4% |
| 6M | +24.8% | +8.3% | +16.5% | +19.2% |
| YTD | +13.3% | +12.4% | +0.9% | +5.9% |
| 1Y | +21.4% | +12.4% | +9.0% | +13.4% |
| 3Y | +54.8% | +38.3% | +16.5% | +30.3% |
| All | +41.8% | -35.4% | +77.1% | +61.1% |
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 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