+201.6%
TGT vs PRU
+99.2%
+102.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +2.6% | +3.6% | -1.0% | +1.4% |
| 30D | +4.7% | +8.9% | -4.2% | +1.7% |
| 3M | +4.6% | +0.2% | +4.4% | +4.4% |
| 6M | +34.9% | +23.7% | +11.1% | +24.8% |
| YTD | +70.9% | +13.7% | +57.2% | +62.2% |
| 1Y | +84.4% | +20.6% | +63.7% | +71.2% |
| 3Y | +69.1% | +56.3% | +12.8% | +43.5% |
| 5Y | -26.9% | +42.3% | -69.3% | -36.7% |
| All | +201.6% | +99.2% | +102.4% | +141.2% |
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