+80.3%
TGT vs PRU
+16.8%
+63.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.9% |
| 7D | -3.6% | -1.9% | -1.7% | -3.3% |
| 30D | +4.4% | -2.6% | +7.0% | +4.9% |
| 3M | +25.4% | +14.7% | +10.7% | +22.8% |
| 6M | +33.4% | +25.7% | +7.7% | +27.7% |
| YTD | +65.6% | +8.3% | +57.3% | +64.5% |
| 1Y | +80.3% | +17.3% | +63.0% | +70.8% |
| All | +80.3% | +16.8% | +63.5% | +70.8% |
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