+17.3%
TFC vs PRU
+48.6%
-31.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.9% |
| 7D | +2.4% | +1.9% | +0.6% | +0.7% |
| 30D | -1.3% | +2.7% | -4.0% | -3.6% |
| 3M | +6.1% | +19.5% | -13.4% | -9.6% |
| 6M | +7.3% | +26.6% | -19.3% | -13.6% |
| YTD | +8.2% | +12.3% | -4.1% | -3.7% |
| 1Y | +14.4% | +18.0% | -3.6% | -2.9% |
| 3Y | +93.7% | +47.0% | +46.7% | +30.0% |
| All | +17.3% | +48.6% | -31.3% | -22.7% |
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 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