+79.0%
TFC vs PRU
+102.7%
-23.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -1.2% | -2.8% | +1.6% | +1.1% |
| 30D | +7.8% | +8.5% | -0.7% | +0.3% |
| 3M | -3.0% | +1.7% | -4.7% | -4.7% |
| 6M | +5.8% | +24.8% | -18.9% | -12.6% |
| YTD | +5.3% | +13.3% | -8.0% | -6.7% |
| 1Y | +15.7% | +21.4% | -5.7% | -3.5% |
| 3Y | +94.8% | +54.8% | +40.0% | +30.8% |
| 5Y | 0.0% | +42.4% | -42.3% | -27.2% |
| 10Y | +79.0% | +98.4% | -19.4% | -11.5% |
| All | +79.0% | +102.7% | -23.7% | -11.5% |
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