-12.6%
TLT vs PRU
+99.2%
-111.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.3% |
| 7D | -3.1% | +3.6% | -6.7% | -2.6% |
| 30D | +1.0% | +8.9% | -7.8% | +2.3% |
| 3M | -2.7% | +0.2% | -2.9% | -2.7% |
| 6M | -4.1% | +23.7% | -27.9% | -1.1% |
| YTD | -5.4% | +13.7% | -19.1% | -3.4% |
| 1Y | -7.0% | +20.6% | -27.6% | -4.2% |
| 3Y | +2.8% | +56.3% | -53.5% | +11.6% |
| 5Y | -35.4% | +42.3% | -77.7% | -30.1% |
| All | -12.6% | +99.2% | -111.8% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling