+49.8%
PRU vs TXT
+4.5%
+45.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.9% | -4.8% | +6.6% | +4.2% |
| 30D | +2.7% | -10.6% | +13.3% | +8.2% |
| 3M | +19.5% | -13.2% | +32.6% | +26.8% |
| 6M | +26.6% | -20.3% | +47.0% | +40.1% |
| YTD | +12.3% | -9.3% | +21.6% | +15.0% |
| 1Y | +18.0% | -2.7% | +20.7% | +15.5% |
| All | +49.8% | +4.5% | +45.3% | +38.8% |
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