+43.5%
PRU vs TXG
-63.6%
+107.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | -1.9% | +9.1% | -11.0% | -2.8% |
| 30D | -2.6% | +14.9% | -17.5% | -4.2% |
| 3M | +14.7% | +120.0% | -105.3% | +4.0% |
| 6M | +25.7% | +221.8% | -196.1% | +8.1% |
| YTD | +8.3% | +312.6% | -304.3% | -9.9% |
| 1Y | +17.3% | +398.4% | -381.1% | -5.5% |
| 3Y | +43.2% | +42.1% | +1.1% | +26.3% |
| 5Y | +43.5% | -63.5% | +107.0% | +30.7% |
| All | +43.5% | -63.6% | +107.1% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling