+45.3%
PRU vs TXG
+31.6%
+13.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.7% |
| 7D | +1.9% | +9.4% | -7.5% | +1.0% |
| 30D | -0.4% | +26.1% | -26.5% | -3.1% |
| 3M | +16.4% | +124.8% | -108.4% | +5.4% |
| 6M | +26.0% | +215.2% | -189.2% | +8.7% |
| YTD | +9.9% | +302.2% | -292.3% | -8.4% |
| 1Y | +18.8% | +370.9% | -352.2% | -3.9% |
| 3Y | +45.3% | +38.5% | +6.8% | +28.5% |
| All | +45.3% | +31.6% | +13.7% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling