+55.5%
T vs PRU
+115.4%
-59.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | 0.0% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | -10.6% | +6.1% | -16.7% | -12.4% |
| 3M | -7.7% | -0.7% | -7.0% | -7.5% |
| 6M | -13.3% | +22.1% | -35.4% | -19.0% |
| YTD | -8.8% | +9.8% | -18.5% | -12.1% |
| 1Y | -8.4% | +19.4% | -27.7% | -14.4% |
| 3Y | +59.6% | +50.4% | +9.3% | +33.8% |
| 5Y | +52.1% | +37.2% | +14.9% | +29.3% |
| All | +55.5% | +115.4% | -59.8% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling