+18.0%
PRU vs TXT
-1.0%
+19.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.9% | -4.8% | +6.6% | +3.0% |
| 30D | +2.7% | -10.6% | +13.3% | +5.3% |
| 3M | +19.5% | -13.2% | +32.6% | +22.7% |
| 6M | +26.6% | -20.3% | +47.0% | +32.5% |
| YTD | +12.3% | -9.3% | +21.6% | +13.4% |
| 1Y | +18.0% | -2.7% | +20.7% | +17.0% |
| All | +18.0% | -1.0% | +19.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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