+52.6%
TDG vs PRU
+44.4%
+8.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -1.7% |
| 30D | -6.5% | -0.4% | -6.1% | -6.4% |
| 3M | -5.1% | +16.4% | -21.5% | -10.9% |
| 6M | -11.5% | +26.0% | -37.6% | -19.6% |
| YTD | -13.9% | +9.9% | -23.8% | -17.6% |
| 1Y | -11.5% | +18.8% | -30.2% | -17.9% |
| All | +52.6% | +44.4% | +8.2% | +31.3% |
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 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