+238.4%
TMUS vs PRU
+115.4%
+123.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.7% |
| 7D | +3.6% | +2.4% | +1.2% | +2.8% |
| 30D | -3.4% | +6.1% | -9.5% | -5.0% |
| 3M | -9.5% | -0.7% | -8.7% | -9.3% |
| 6M | -15.2% | +22.1% | -37.2% | -19.9% |
| YTD | -18.9% | +9.8% | -28.7% | -21.4% |
| 1Y | -17.7% | +19.4% | -37.0% | -22.2% |
| 3Y | +15.6% | +50.4% | -34.7% | +0.2% |
| 5Y | +38.9% | +37.2% | +1.7% | +21.9% |
| All | +238.4% | +115.4% | +123.1% | +139.2% |
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 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