-48.5%
TE vs PRU
+77.5%
-126.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +10.8% |
| 7D | +18.2% | +1.9% | +16.3% | +17.4% |
| 30D | -13.5% | -0.4% | -13.1% | -13.4% |
| 3M | -44.6% | +16.4% | -61.0% | -47.9% |
| 6M | -24.7% | +26.0% | -50.7% | -31.4% |
| YTD | -24.3% | +9.9% | -34.2% | -27.5% |
| 1Y | +155.6% | +18.8% | +136.8% | +137.3% |
| 3Y | -18.3% | +45.3% | -63.6% | -25.8% |
| 5Y | -41.3% | +45.6% | -86.9% | -46.7% |
| All | -48.5% | +77.5% | -126.0% | -53.1% |
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