+8.0%
TMO vs PRU
+43.7%
-35.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | -0.5% | -1.9% | +1.4% | +0.3% |
| 30D | +1.0% | -2.6% | +3.6% | +1.9% |
| 3M | +22.7% | +14.7% | +8.0% | +15.8% |
| 6M | +19.0% | +25.7% | -6.7% | +8.0% |
| YTD | +4.7% | +8.3% | -3.5% | +0.7% |
| 1Y | +26.0% | +17.3% | +8.7% | +17.0% |
| 3Y | +18.0% | +43.2% | -25.2% | -0.8% |
| 5Y | +8.0% | +43.5% | -35.5% | -7.6% |
| All | +8.0% | +43.7% | -35.8% | -7.6% |
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 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