+99.2%
PRU vs TXG
+7.8%
+91.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.1% |
| 7D | +3.6% | -1.8% | +5.5% | +3.8% |
| 30D | +8.9% | -20.4% | +29.3% | +11.0% |
| 3M | +0.2% | +0.1% | +0.1% | -1.2% |
| 6M | +23.7% | +176.2% | -152.4% | +6.9% |
| YTD | +13.7% | +256.8% | -243.0% | -5.5% |
| 1Y | +20.6% | +255.9% | -235.3% | -0.1% |
| 3Y | +56.3% | +60.2% | -3.9% | +34.6% |
| 5Y | +42.3% | -65.1% | +107.4% | +39.0% |
| All | +99.2% | +7.8% | +91.4% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling