+44.5%
TDG vs PRU
+56.1%
-11.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +1.4% | +3.8% | -2.3% | -0.2% |
| 30D | +10.6% | +9.0% | +1.6% | +6.7% |
| 3M | +0.2% | +2.1% | -2.0% | -0.9% |
| 6M | +0.9% | +25.4% | -24.5% | -8.3% |
| YTD | -7.8% | +13.5% | -21.4% | -13.0% |
| 1Y | -4.9% | +21.3% | -26.3% | -12.6% |
| 3Y | +44.5% | +55.1% | -10.7% | +25.0% |
| All | +44.5% | +56.1% | -11.7% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling