+239.9%
TMUS vs PRU
+97.4%
+142.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +11.3% | +7.9% | +3.3% | +8.8% |
| 3M | -2.9% | +0.9% | -3.8% | -3.2% |
| 6M | -10.5% | +22.4% | -32.9% | -15.5% |
| YTD | -14.4% | +12.7% | -27.1% | -17.6% |
| 1Y | -17.9% | +19.6% | -37.5% | -22.4% |
| 3Y | +21.9% | +54.0% | -32.1% | +4.9% |
| 5Y | +52.1% | +41.0% | +11.1% | +32.4% |
| All | +239.9% | +97.4% | +142.5% | +139.6% |
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 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