+21.3%
TFC vs PRU
+27.9%
-6.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | -0.6% |
| 7D | +5.1% | +9.8% | -4.7% | -0.2% |
| 30D | +9.8% | +11.6% | -1.8% | +3.3% |
| 3M | -2.4% | +3.7% | -6.1% | -4.6% |
| 6M | +4.9% | +33.0% | -28.0% | -8.9% |
| YTD | +6.6% | +16.6% | -10.0% | -3.9% |
| 1Y | +21.3% | +26.9% | -5.6% | +2.4% |
| All | +21.3% | +27.9% | -6.6% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling