-17.9%
TMUS vs PRU
+20.5%
-38.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.9% |
| 3M | -2.9% | +0.9% | -3.8% | -3.6% |
| 6M | -10.5% | +22.4% | -32.9% | -12.0% |
| YTD | -14.4% | +12.7% | -27.1% | -14.6% |
| 1Y | -17.9% | +19.6% | -37.5% | -16.9% |
| All | -17.9% | +20.5% | -38.3% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling