+51.8%
TMUS vs PRU
+42.1%
+9.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | +4.9% | +3.6% | +1.3% | +4.0% |
| 30D | +7.7% | +8.9% | -1.2% | +5.4% |
| 3M | -6.8% | +0.2% | -7.0% | -6.9% |
| 6M | -9.7% | +23.7% | -33.4% | -14.0% |
| YTD | -15.0% | +13.7% | -28.7% | -17.6% |
| 1Y | -19.1% | +20.6% | -39.7% | -22.9% |
| 3Y | +21.4% | +56.3% | -34.9% | +5.9% |
| All | +51.8% | +42.1% | +9.7% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling