+92.3%
PRU vs TXG
+27.0%
+65.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.3% |
| 7D | -2.3% | +9.5% | -11.8% | -3.3% |
| 30D | -1.7% | +18.8% | -20.5% | -3.8% |
| 3M | +13.2% | +136.1% | -122.9% | +1.4% |
| 6M | +28.8% | +235.2% | -206.5% | +9.7% |
| YTD | +9.8% | +320.5% | -310.8% | -9.4% |
| 1Y | +17.4% | +425.2% | -407.8% | -6.7% |
| 3Y | +44.9% | +42.9% | +2.0% | +27.9% |
| 5Y | +46.6% | -62.8% | +109.5% | +43.7% |
| All | +92.3% | +27.0% | +65.2% | +28.1% |
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