-26.9%
TGT vs PRU
+36.1%
-63.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.6% |
| 7D | +2.6% | +2.4% | +0.2% | +1.4% |
| 30D | +5.0% | +6.1% | -1.2% | +2.0% |
| 3M | +8.5% | -0.7% | +9.3% | +8.8% |
| 6M | +23.8% | +22.1% | +1.7% | +11.5% |
| YTD | +66.5% | +9.8% | +56.7% | +57.4% |
| 1Y | +84.9% | +19.4% | +65.5% | +66.9% |
| 3Y | +59.2% | +50.4% | +8.8% | +25.4% |
| All | -26.9% | +36.1% | -63.1% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling