+320.5%
TMUS vs PRU
+166.2%
+154.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +5.3% | +2.7% | +2.5% | +4.4% |
| 3M | +3.1% | +19.5% | -16.3% | -2.1% |
| 6M | -16.5% | +26.6% | -43.1% | -22.2% |
| YTD | -9.2% | +12.3% | -21.5% | -12.6% |
| 1Y | -26.5% | +18.0% | -44.5% | -30.5% |
| 3Y | +39.0% | +47.0% | -8.0% | +21.2% |
| 5Y | +40.4% | +48.4% | -8.1% | +20.0% |
| 10Y | +303.7% | +142.4% | +161.3% | +177.1% |
| All | +320.5% | +166.2% | +154.3% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling