+124.4%
PRU vs TRU
+238.0%
-113.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +5.0% | +1.6% |
| 7D | +1.9% | -6.8% | +8.6% | +4.9% |
| 30D | +2.7% | 0.0% | +2.7% | +2.4% |
| 3M | +19.5% | +13.3% | +6.2% | +12.0% |
| 6M | +26.6% | +3.4% | +23.2% | +22.7% |
| YTD | +12.3% | -6.4% | +18.7% | +12.6% |
| 1Y | +18.0% | -9.7% | +27.7% | +19.1% |
| 3Y | +47.0% | +0.1% | +46.9% | +32.6% |
| 5Y | +48.4% | -34.0% | +82.5% | +62.8% |
| 10Y | +142.4% | +147.9% | -5.4% | +38.9% |
| All | +124.4% | +238.0% | -113.6% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling