+50.4%
PRU vs TXT
+7.8%
+42.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.8% |
| 7D | +2.4% | -2.5% | +4.9% | +3.5% |
| 30D | +6.1% | +14.4% | -8.3% | -0.5% |
| 3M | -0.7% | -4.9% | +4.2% | +1.2% |
| 6M | +22.1% | -10.2% | +32.3% | +27.1% |
| YTD | +9.8% | -4.1% | +13.9% | +9.1% |
| 1Y | +19.4% | +4.0% | +15.4% | +13.0% |
| 3Y | +50.4% | +8.0% | +42.4% | +39.1% |
| All | +50.4% | +7.8% | +42.5% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling