+2,825.3%
TMO vs PRU
+806.6%
+2,018.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.4% | +1.9% | -3.2% | -1.8% |
| 30D | +6.2% | +2.7% | +3.5% | +5.4% |
| 3M | +27.5% | +19.5% | +8.0% | +21.1% |
| 6M | +20.0% | +26.6% | -6.7% | +12.1% |
| YTD | +6.1% | +12.3% | -6.2% | +2.3% |
| 1Y | +25.8% | +18.0% | +7.8% | +19.5% |
| 3Y | +11.2% | +47.0% | -35.8% | -1.2% |
| 5Y | +9.6% | +48.4% | -38.9% | -3.8% |
| 10Y | +317.8% | +142.4% | +175.3% | +197.6% |
| All | +2,825.3% | +806.6% | +2,018.7% | +824.2% |
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