+0.8%
TFC vs PRU
+42.1%
-41.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | +2.3% | +3.6% | -1.4% | -0.9% |
| 30D | +10.8% | +8.9% | +1.9% | +2.5% |
| 3M | -3.8% | +0.2% | -3.9% | -4.2% |
| 6M | +9.6% | +23.7% | -14.2% | -9.8% |
| YTD | +5.8% | +13.7% | -8.0% | -7.1% |
| 1Y | +16.2% | +20.6% | -4.5% | -3.6% |
| 3Y | +96.0% | +56.3% | +39.7% | +23.0% |
| All | +0.8% | +42.1% | -41.3% | -30.8% |
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