+323.9%
TMO vs PRU
+138.7%
+185.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -2.5% | -3.8% | +1.4% | -1.4% |
| 30D | -0.3% | -2.0% | +1.7% | +0.2% |
| 3M | +25.3% | +14.0% | +11.3% | +20.3% |
| 6M | +20.9% | +27.2% | -6.4% | +12.3% |
| YTD | +4.3% | +9.1% | -4.8% | +1.2% |
| 1Y | +27.0% | +18.1% | +9.0% | +20.3% |
| 3Y | +17.5% | +44.3% | -26.7% | +4.4% |
| 5Y | +6.9% | +45.7% | -38.8% | -6.0% |
| All | +323.9% | +138.7% | +185.3% | +191.9% |
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 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