+155.6%
TE vs PRU
+19.3%
+136.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +10.4% |
| 7D | +18.2% | +1.9% | +16.3% | +17.6% |
| 30D | -13.5% | -0.4% | -13.1% | -13.5% |
| 3M | -44.6% | +16.4% | -61.0% | -48.2% |
| 6M | -24.7% | +26.0% | -50.7% | -31.5% |
| YTD | -24.3% | +9.9% | -34.2% | -30.0% |
| 1Y | +155.6% | +18.8% | +136.8% | +126.4% |
| All | +155.6% | +19.3% | +136.3% | +126.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling