-80.5%
TE vs PRU
+83.7%
-164.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.4% |
| 7D | -19.1% | +3.6% | -22.7% | -20.1% |
| 30D | -34.1% | +8.9% | -43.0% | -36.2% |
| 3M | -60.1% | +0.2% | -60.3% | -60.2% |
| 6M | -66.0% | +23.7% | -89.7% | -68.7% |
| YTD | -71.4% | +13.7% | -85.2% | -73.0% |
| 1Y | -45.3% | +20.6% | -65.9% | -49.5% |
| 3Y | +9.1% | +56.3% | -47.2% | -3.1% |
| 5Y | -82.6% | +42.3% | -124.9% | -84.4% |
| All | -80.5% | +83.7% | -164.3% | -82.5% |
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