+125.1%
PRU vs TRU
+243.2%
-118.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | 0.0% | -2.2% | +2.1% | +0.9% |
| 30D | +7.9% | +20.2% | -12.2% | -0.6% |
| 3M | +0.9% | +2.2% | -1.4% | -1.0% |
| 6M | +22.4% | +17.6% | +4.8% | +12.0% |
| YTD | +12.7% | -5.0% | +17.6% | +11.5% |
| 1Y | +19.6% | -1.0% | +20.5% | +16.0% |
| 3Y | +54.0% | +56.5% | -2.5% | +13.1% |
| 5Y | +41.0% | -26.2% | +67.3% | +44.7% |
| 10Y | +97.4% | +184.5% | -87.0% | +5.5% |
| All | +125.1% | +243.2% | -118.1% | +11.4% |
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