+106.1%
PRU vs TXT
+115.3%
-9.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +0.9% |
| 7D | +3.2% | -3.5% | +6.7% | +5.6% |
| 30D | +7.9% | +15.2% | -7.2% | -2.3% |
| 3M | +1.8% | -4.5% | +6.3% | +3.9% |
| 6M | +24.1% | -6.1% | +30.2% | +26.9% |
| YTD | +12.4% | -2.0% | +14.3% | +10.0% |
| 1Y | +20.9% | +4.2% | +16.7% | +13.4% |
| 3Y | +55.5% | +14.4% | +41.1% | +33.1% |
| 5Y | +42.7% | +12.3% | +30.3% | +20.3% |
| 10Y | +106.1% | +101.8% | +4.3% | +2.5% |
| All | +106.1% | +115.3% | -9.2% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling