+43.5%
PRU vs TRU
-36.4%
+79.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -1.9% | -6.5% | +4.6% | +0.1% |
| 30D | -2.6% | -2.5% | -0.1% | -2.0% |
| 3M | +14.7% | +10.4% | +4.3% | +10.6% |
| 6M | +25.7% | +1.6% | +24.0% | +23.7% |
| YTD | +8.3% | -9.7% | +18.0% | +9.9% |
| 1Y | +17.3% | -17.3% | +34.6% | +21.9% |
| 3Y | +43.2% | -1.8% | +45.0% | +38.4% |
| 5Y | +43.5% | -36.2% | +79.7% | +58.6% |
| All | +43.5% | -36.4% | +79.9% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling