-31.8%
TE vs PRU
+46.4%
-78.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +5.8% |
| 7D | -12.6% | +2.4% | -15.0% | -14.5% |
| 30D | -36.7% | +6.1% | -42.9% | -40.3% |
| 3M | -57.5% | -0.7% | -56.8% | -57.5% |
| 6M | -55.2% | +22.1% | -77.3% | -64.2% |
| YTD | -64.7% | +9.8% | -74.4% | -69.1% |
| 1Y | -35.9% | +19.4% | -55.2% | -49.5% |
| 3Y | -31.8% | +50.4% | -82.2% | -24.7% |
| All | -31.8% | +46.4% | -78.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling