-8.1%
TDG vs PRU
+20.9%
-29.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | +1.7% | +3.6% | -1.9% | 0.0% |
| 30D | +9.7% | +8.9% | +0.8% | +5.2% |
| 3M | -2.3% | +0.2% | -2.5% | -2.6% |
| 6M | +1.3% | +23.7% | -22.4% | -9.0% |
| YTD | -8.5% | +13.7% | -22.2% | -15.6% |
| 1Y | -8.1% | +20.6% | -28.8% | -15.9% |
| All | -8.1% | +20.9% | -29.1% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling