+37.7%
TMUS vs PRU
+38.4%
-0.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.7% |
| 7D | +9.0% | +4.8% | +4.2% | +7.7% |
| 30D | -3.2% | +7.9% | -11.1% | -5.0% |
| 3M | -6.9% | +3.1% | -10.0% | -7.6% |
| 6M | -16.4% | +25.2% | -41.6% | -20.6% |
| YTD | -19.6% | +12.7% | -32.4% | -22.0% |
| 1Y | -19.9% | +23.5% | -43.4% | -24.0% |
| 3Y | +14.5% | +50.6% | -36.1% | +1.0% |
| 5Y | +37.7% | +40.9% | -3.2% | +23.8% |
| All | +37.7% | +38.4% | -0.7% | +23.8% |
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