+54.1%
T vs PRU
+115.4%
-61.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | +1.7% | +3.2% | -1.5% | +0.5% |
| 30D | -1.7% | +7.9% | -9.6% | -4.3% |
| 3M | -7.3% | +1.8% | -9.1% | -7.9% |
| 6M | -11.2% | +24.1% | -35.3% | -17.6% |
| YTD | -8.1% | +12.4% | -20.4% | -12.1% |
| 1Y | -8.0% | +20.9% | -28.9% | -14.4% |
| 3Y | +62.1% | +55.5% | +6.7% | +34.3% |
| 5Y | +55.7% | +42.7% | +13.0% | +30.5% |
| 10Y | +54.1% | +106.1% | -52.0% | +11.8% |
| All | +54.1% | +115.4% | -61.3% | +11.8% |
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