+460.1%
TEAM vs PRU
+115.4%
+344.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.6% | -13.5% | -15.3% |
| 7D | -19.8% | +2.4% | -22.2% | -20.4% |
| 30D | -21.5% | +6.1% | -27.6% | -22.9% |
| 3M | +39.5% | -0.7% | +40.2% | +39.8% |
| 6M | +73.1% | +22.1% | +51.0% | +62.9% |
| YTD | -5.2% | +9.8% | -15.0% | -8.0% |
| 1Y | -1.6% | +19.4% | -20.9% | -6.8% |
| 3Y | -11.4% | +50.4% | -61.8% | -20.4% |
| 5Y | -65.1% | +37.2% | -102.3% | -68.0% |
| All | +460.1% | +115.4% | +344.7% | +374.2% |
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