+811.7%
PRU vs TROW
+1,233.2%
-421.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.4% |
| 7D | +3.6% | +0.5% | +3.1% | +3.2% |
| 30D | +8.9% | +9.3% | -0.5% | +1.2% |
| 3M | +0.2% | -0.9% | +1.1% | +0.7% |
| 6M | +23.7% | +8.3% | +15.4% | +14.6% |
| YTD | +13.7% | +10.6% | +3.1% | +2.8% |
| 1Y | +20.6% | +10.5% | +10.1% | +8.9% |
| 3Y | +56.3% | +36.5% | +19.8% | +14.8% |
| 5Y | +42.3% | -37.1% | +79.4% | +82.3% |
| 10Y | +99.3% | +125.2% | -25.9% | -17.6% |
| All | +811.7% | +1,233.2% | -421.5% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling