+314.3%
T vs PRU
+809.8%
-495.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.8% |
| 7D | +4.3% | +4.8% | -0.5% | +3.1% |
| 30D | -9.7% | +7.9% | -17.5% | -11.3% |
| 3M | -4.3% | +3.1% | -7.4% | -5.0% |
| 6M | -13.7% | +25.2% | -38.9% | -18.3% |
| YTD | -8.0% | +12.7% | -20.7% | -10.9% |
| 1Y | -6.9% | +23.5% | -30.4% | -11.9% |
| 3Y | +59.7% | +50.6% | +9.1% | +42.0% |
| 5Y | +53.4% | +40.9% | +12.6% | +37.2% |
| 10Y | +58.2% | +125.5% | -67.2% | +21.0% |
| All | +314.3% | +809.8% | -495.5% | +59.3% |
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