+800.4%
PRU vs TYL
+9,330.8%
-8,530.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | +0.5% |
| 7D | +1.9% | -3.7% | +5.5% | +3.2% |
| 30D | +2.7% | +18.7% | -16.0% | -3.7% |
| 3M | +19.5% | +18.1% | +1.3% | +11.5% |
| 6M | +26.6% | -1.1% | +27.8% | +25.1% |
| YTD | +12.3% | -19.8% | +32.1% | +18.3% |
| 1Y | +18.0% | -34.3% | +52.4% | +33.4% |
| 3Y | +47.0% | -8.2% | +55.2% | +43.3% |
| 5Y | +48.4% | -25.4% | +73.8% | +50.9% |
| 10Y | +142.4% | +115.6% | +26.9% | +54.3% |
| All | +800.4% | +9,330.8% | -8,530.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 all: compounded portfolio wealth divided by compounded TYL 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…
all analysis · Full analysis span regression · 6 months rolling