+208.2%
TGT vs PRU
+135.5%
+72.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | -3.6% | -1.9% | -1.7% | -2.9% |
| 30D | +4.4% | -2.6% | +7.0% | +5.3% |
| 3M | +25.4% | +14.7% | +10.7% | +19.3% |
| 6M | +33.4% | +25.7% | +7.7% | +22.5% |
| YTD | +65.6% | +8.3% | +57.3% | +59.9% |
| 1Y | +80.3% | +17.3% | +63.0% | +68.9% |
| 3Y | +42.1% | +43.2% | -1.0% | +24.3% |
| 5Y | -25.0% | +43.5% | -68.5% | -35.0% |
| 10Y | +208.2% | +134.6% | +73.7% | +129.2% |
| All | +208.2% | +135.5% | +72.7% | +129.2% |
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