+800.4%
PRU vs TROW
+1,227.1%
-426.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | +1.9% | -1.3% | +3.2% | +3.0% |
| 30D | +2.7% | -4.5% | +7.2% | +6.5% |
| 3M | +19.5% | +3.9% | +15.6% | +14.8% |
| 6M | +26.6% | +22.6% | +4.1% | +5.9% |
| YTD | +12.3% | +10.1% | +2.2% | +2.1% |
| 1Y | +18.0% | +3.6% | +14.5% | +12.4% |
| 3Y | +47.0% | +12.4% | +34.6% | +26.6% |
| 5Y | +48.4% | -37.5% | +85.9% | +90.3% |
| 10Y | +142.4% | +130.0% | +12.5% | -1.6% |
| All | +800.4% | +1,227.1% | -426.7% | +13.8% |
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