+3,239.8%
TMO vs PRU
+817.9%
+2,421.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.8% | +3.6% | -2.8% | -0.2% |
| 30D | +4.0% | +8.9% | -4.9% | +1.5% |
| 3M | +17.6% | +0.2% | +17.4% | +17.3% |
| 6M | +57.3% | +23.7% | +33.5% | +47.7% |
| YTD | +21.2% | +13.7% | +7.4% | +16.3% |
| 1Y | +21.1% | +20.6% | +0.5% | +14.4% |
| 3Y | +58.8% | +56.3% | +2.5% | +38.7% |
| 5Y | +11.8% | +42.3% | -30.5% | -0.8% |
| 10Y | +376.2% | +99.3% | +277.0% | +257.6% |
| All | +3,239.8% | +817.9% | +2,421.9% | +950.2% |
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