+90.3%
TGT vs PRU
+20.8%
+69.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.4% | +4.1% |
| 7D | +4.7% | +3.2% | +1.6% | +4.0% |
| 30D | +8.0% | +7.9% | +0.1% | +6.4% |
| 3M | +11.7% | +1.8% | +9.9% | +11.0% |
| 6M | +34.7% | +24.1% | +10.6% | +30.6% |
| YTD | +74.4% | +12.4% | +62.0% | +72.1% |
| All | +90.3% | +20.8% | +69.4% | +79.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling