-76.7%
TE vs PRU
+81.5%
-158.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.3% | -3.8% |
| 7D | -10.5% | +3.2% | -13.7% | -11.5% |
| 30D | -32.4% | +7.9% | -40.4% | -34.3% |
| 3M | -60.9% | +1.8% | -62.7% | -61.2% |
| 6M | -62.8% | +24.1% | -87.0% | -65.8% |
| YTD | -65.7% | +12.4% | -78.1% | -67.5% |
| 1Y | -39.9% | +20.9% | -60.8% | -44.6% |
| 3Y | +10.6% | +55.5% | -44.8% | -1.5% |
| 5Y | -79.7% | +42.7% | -122.3% | -81.7% |
| All | -76.7% | +81.5% | -158.2% | -79.0% |
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 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