+26.9%
PRU vs TXG
+406.9%
-380.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.4% | +3.2% | +6.5% |
| 7D | +9.8% | -19.3% | +29.0% | +10.6% |
| 30D | +11.6% | -30.9% | +42.5% | +13.2% |
| 3M | +3.7% | +41.1% | -37.4% | +0.8% |
| 6M | +33.0% | +211.9% | -178.9% | +19.6% |
| YTD | +16.6% | +314.0% | -297.4% | +2.1% |
| 1Y | +26.9% | +405.4% | -378.4% | +9.0% |
| All | +26.9% | +406.9% | -380.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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