+272.0%
TMUS vs PRU
+167.1%
+104.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.9% |
| 7D | +9.0% | +4.8% | +4.2% | +7.5% |
| 30D | -3.2% | +7.9% | -11.1% | -5.4% |
| 3M | -6.9% | +3.1% | -10.0% | -7.7% |
| 6M | -16.4% | +25.2% | -41.6% | -21.8% |
| YTD | -19.6% | +12.7% | -32.4% | -22.8% |
| 1Y | -19.9% | +23.5% | -43.4% | -25.2% |
| 3Y | +14.5% | +50.6% | -36.1% | -0.9% |
| 5Y | +37.7% | +40.9% | -3.2% | +19.6% |
| 10Y | +242.2% | +125.5% | +116.8% | +140.2% |
| All | +272.0% | +167.1% | +104.9% | +148.2% |
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