+604.5%
TDG vs PRU
+99.2%
+505.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | +1.7% | +3.6% | -1.9% | -0.3% |
| 30D | +9.7% | +8.9% | +0.8% | +4.4% |
| 3M | -2.3% | +0.2% | -2.5% | -2.7% |
| 6M | +1.3% | +23.7% | -22.4% | -10.7% |
| YTD | -8.5% | +13.7% | -22.2% | -15.6% |
| 1Y | -8.1% | +20.6% | -28.8% | -18.2% |
| 3Y | +43.4% | +56.3% | -12.9% | +6.3% |
| 5Y | +127.8% | +42.3% | +85.4% | +76.5% |
| All | +604.5% | +99.2% | +505.2% | +314.0% |
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