+802.8%
TEAM vs PRU
+134.6%
+668.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.3% |
| 7D | -0.4% | +1.9% | -2.3% | -1.0% |
| 30D | +67.3% | +2.7% | +64.6% | +65.8% |
| 3M | +86.8% | +19.5% | +67.3% | +76.9% |
| 6M | +146.8% | +26.6% | +120.2% | +129.0% |
| YTD | +16.9% | +12.3% | +4.6% | +12.6% |
| 1Y | +12.8% | +18.0% | -5.3% | +6.9% |
| 3Y | -7.3% | +47.0% | -54.3% | -16.8% |
| 5Y | -50.7% | +48.4% | -99.1% | -55.9% |
| 10Y | +529.8% | +142.4% | +387.4% | +359.0% |
| All | +802.8% | +134.6% | +668.2% | +563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling