+65.5%
T vs PRU
+145.9%
-80.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.6% |
| 7D | -1.3% | +1.9% | -3.1% | -1.9% |
| 30D | +11.4% | +2.7% | +8.6% | +10.3% |
| 3M | +14.3% | +19.5% | -5.2% | +7.6% |
| 6M | -9.3% | +26.6% | -35.9% | -16.5% |
| YTD | +7.1% | +12.3% | -5.2% | +2.4% |
| 1Y | -9.1% | +18.0% | -27.1% | -14.8% |
| 3Y | +105.3% | +47.0% | +58.3% | +73.7% |
| 5Y | +66.8% | +48.4% | +18.4% | +37.8% |
| All | +65.5% | +145.9% | -80.4% | +9.6% |
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