-65.8%
TEAM vs PRU
+41.9%
-107.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -16.9% | 0.0% | -16.9% | -16.7% |
| 30D | -26.8% | +7.9% | -34.7% | -30.5% |
| 3M | -1.9% | +0.9% | -2.8% | -2.6% |
| 6M | +79.2% | +22.4% | +56.8% | +56.4% |
| YTD | -6.1% | +12.7% | -18.8% | -13.8% |
| 1Y | -2.1% | +19.6% | -21.6% | -13.8% |
| 3Y | -13.6% | +54.0% | -67.6% | -36.8% |
| 5Y | -65.8% | +41.0% | -106.8% | -73.6% |
| All | -65.8% | +41.9% | -107.7% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling