-34.6%
TLT vs PRU
+36.1%
-70.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | +0.2% |
| 30D | +6.2% | +6.1% | +0.1% | +6.4% |
| 3M | -0.3% | -0.7% | +0.4% | -0.4% |
| 6M | -3.4% | +22.1% | -25.4% | -2.6% |
| YTD | -3.1% | +9.8% | -12.9% | -2.8% |
| 1Y | -5.2% | +19.4% | -24.6% | -4.5% |
| 3Y | +6.5% | +50.4% | -43.9% | +9.4% |
| All | -34.6% | +36.1% | -70.7% | -33.0% |
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