-27.6%
TE vs PRU
+50.2%
-77.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.2% |
| 7D | -4.0% | +1.9% | -5.8% | -5.5% |
| 30D | -15.9% | +2.7% | -18.6% | -18.1% |
| 3M | -60.5% | +19.5% | -80.0% | -67.8% |
| 6M | -35.2% | +26.6% | -61.9% | -50.7% |
| YTD | -31.1% | +12.3% | -43.5% | -40.7% |
| 1Y | +148.6% | +18.0% | +130.6% | +99.3% |
| All | -27.6% | +50.2% | -77.8% | -47.3% |
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