+279.5%
TFC vs PRU
+806.6%
-527.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +2.4% | +1.9% | +0.6% | +1.3% |
| 30D | -1.3% | +2.7% | -4.0% | -2.8% |
| 3M | +6.1% | +19.5% | -13.4% | -4.3% |
| 6M | +7.3% | +26.6% | -19.3% | -6.5% |
| YTD | +8.2% | +12.3% | -4.1% | +0.6% |
| 1Y | +14.4% | +18.0% | -3.6% | +3.4% |
| 3Y | +93.7% | +47.0% | +46.7% | +55.3% |
| 5Y | +16.4% | +48.4% | -32.0% | -5.4% |
| 10Y | +101.6% | +142.4% | -40.9% | +27.1% |
| All | +279.5% | +806.6% | -527.1% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling