-6.4%
T vs PRU
+27.9%
-34.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | 0.0% |
| 7D | +5.5% | +9.8% | -4.3% | +2.4% |
| 30D | -8.9% | +11.6% | -20.5% | -11.7% |
| 3M | -5.6% | +3.7% | -9.3% | -7.1% |
| 6M | -14.3% | +33.0% | -47.2% | -17.6% |
| YTD | -7.9% | +16.6% | -24.5% | -10.2% |
| 1Y | -6.4% | +26.9% | -33.4% | -10.9% |
| All | -6.4% | +27.9% | -34.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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