+96.9%
PRU vs TRU
+186.2%
-89.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | +8.5% | +24.3% | -15.7% | -1.3% |
| 3M | +1.7% | +2.3% | -0.5% | -0.1% |
| 6M | +24.8% | +17.7% | +7.1% | +14.3% |
| YTD | +13.3% | -3.8% | +17.1% | +11.6% |
| 1Y | +21.4% | -0.3% | +21.7% | +17.5% |
| 3Y | +54.8% | +58.4% | -3.6% | +13.1% |
| 5Y | +42.4% | -24.0% | +66.4% | +45.2% |
| All | +96.9% | +186.2% | -89.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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