+59.6%
T vs PRU
+46.4%
+13.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.3% |
| 7D | +1.0% | +2.4% | -1.4% | +0.5% |
| 30D | -10.6% | +6.1% | -16.7% | -11.6% |
| 3M | -7.7% | -0.7% | -7.0% | -7.7% |
| 6M | -13.3% | +22.1% | -35.4% | -16.0% |
| YTD | -8.8% | +9.8% | -18.5% | -10.2% |
| 1Y | -8.4% | +19.4% | -27.7% | -11.1% |
| 3Y | +59.6% | +50.4% | +9.3% | +52.6% |
| All | +59.6% | +46.4% | +13.2% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling