+20.2%
PRU vs TRU
0.0%
+20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.2% |
| 3M | +1.7% | +2.3% | -0.5% | +0.8% |
| 6M | +24.8% | +17.7% | +7.1% | +19.3% |
| YTD | +13.3% | -3.8% | +17.1% | +13.9% |
| All | +20.2% | 0.0% | +20.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling