-13.7%
T vs PRU
+28.4%
-42.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +2.0% |
| 7D | +4.3% | +4.8% | -0.5% | +0.8% |
| 30D | -9.7% | +7.9% | -17.5% | -14.0% |
| 3M | -4.3% | +3.1% | -7.4% | -6.8% |
| 6M | -13.7% | +25.2% | -38.9% | -23.2% |
| All | -13.7% | +28.4% | -42.1% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling