+46.8%
TGT vs PRU
+46.6%
+0.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | 0.0% |
| 7D | -0.6% | +1.9% | -2.5% | -1.6% |
| 30D | +9.5% | -0.4% | +10.0% | +9.7% |
| 3M | +32.3% | +16.4% | +15.8% | +22.5% |
| 6M | +37.0% | +26.0% | +11.0% | +21.2% |
| YTD | +71.0% | +9.9% | +61.1% | +62.2% |
| 1Y | +85.0% | +18.8% | +66.3% | +67.3% |
| 3Y | +46.8% | +45.4% | +1.5% | +11.5% |
| All | +46.8% | +46.6% | +0.2% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling