+673.0%
TGT vs PRU
+816.1%
-143.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +4.8% | +3.8% | +1.0% | +3.6% |
| 30D | +5.3% | +9.0% | -3.7% | +2.6% |
| 3M | +7.2% | +2.1% | +5.1% | +6.5% |
| 6M | +31.4% | +25.4% | +6.0% | +22.3% |
| YTD | +70.1% | +13.5% | +56.5% | +62.5% |
| 1Y | +85.5% | +21.3% | +64.2% | +73.7% |
| 3Y | +66.7% | +55.1% | +11.6% | +44.4% |
| 5Y | -25.6% | +43.6% | -69.2% | -34.4% |
| 10Y | +209.6% | +99.2% | +110.4% | +130.5% |
| All | +673.0% | +816.1% | -143.0% | +125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling