-16.4%
TMUS vs PRU
+28.4%
-44.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +3.1% |
| 7D | +9.0% | +4.8% | +4.2% | +4.9% |
| 30D | -3.2% | +7.9% | -11.1% | -8.6% |
| 3M | -6.9% | +3.1% | -10.0% | -9.5% |
| 6M | -16.4% | +25.2% | -41.6% | -25.7% |
| All | -16.4% | +28.4% | -44.8% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling