+529.5%
TDG vs PRU
+138.7%
+390.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.7% | -3.8% | +1.2% | -0.5% |
| 30D | -9.3% | -2.0% | -7.3% | -8.3% |
| 3M | -7.1% | +14.0% | -21.0% | -13.8% |
| 6M | -11.2% | +27.2% | -38.4% | -22.7% |
| YTD | -15.3% | +9.1% | -24.3% | -19.7% |
| 1Y | -12.5% | +18.1% | -30.5% | -21.0% |
| 3Y | +51.2% | +44.3% | +6.9% | +17.9% |
| 5Y | +126.1% | +45.7% | +80.4% | +73.2% |
| All | +529.5% | +138.7% | +390.8% | +271.0% |
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