+84.7%
TFC vs PRU
+115.4%
-30.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | 0.0% |
| 7D | +0.3% | +3.2% | -2.9% | -2.5% |
| 30D | +9.2% | +7.9% | +1.2% | +2.1% |
| 3M | -2.9% | +1.8% | -4.7% | -4.7% |
| 6M | +3.5% | +24.1% | -20.6% | -14.2% |
| YTD | +5.4% | +12.4% | -6.9% | -5.9% |
| 1Y | +17.3% | +20.9% | -3.6% | -1.8% |
| 3Y | +96.7% | +55.5% | +41.2% | +31.6% |
| 5Y | -1.1% | +42.7% | -43.8% | -28.1% |
| 10Y | +84.7% | +106.1% | -21.4% | -8.7% |
| All | +84.7% | +115.4% | -30.7% | -8.7% |
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