+135.5%
TDG vs PRU
+45.5%
+90.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.3% |
| 7D | -0.9% | +1.9% | -2.8% | -2.0% |
| 30D | -6.5% | -0.4% | -6.1% | -6.4% |
| 3M | -5.1% | +16.4% | -21.5% | -12.6% |
| 6M | -11.5% | +26.0% | -37.6% | -21.9% |
| YTD | -13.9% | +9.9% | -23.8% | -18.5% |
| 1Y | -11.5% | +18.8% | -30.2% | -19.8% |
| 3Y | +53.7% | +45.3% | +8.3% | +18.9% |
| 5Y | +135.5% | +45.6% | +89.9% | +81.2% |
| All | +135.5% | +45.5% | +90.0% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling