+322.7%
T vs PRU
+814.1%
-491.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -2.8% | +4.8% | +2.7% |
| 30D | -1.0% | +8.5% | -9.5% | -3.0% |
| 3M | -8.1% | +1.7% | -9.9% | -8.5% |
| 6M | -8.3% | +24.8% | -33.0% | -13.1% |
| YTD | -6.1% | +13.3% | -19.4% | -9.2% |
| 1Y | -7.4% | +21.4% | -28.8% | -12.0% |
| 3Y | +65.4% | +54.8% | +10.7% | +46.1% |
| 5Y | +57.6% | +42.4% | +15.3% | +40.6% |
| 10Y | +61.4% | +98.4% | -37.1% | +26.8% |
| All | +322.7% | +814.1% | -491.5% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling