+74.7%
TNA vs PRU
+138.7%
-64.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -4.2% |
| 7D | -7.6% | -3.8% | -3.8% | -1.8% |
| 30D | -13.6% | -2.0% | -11.6% | -11.1% |
| 3M | +2.8% | +14.0% | -11.1% | -17.3% |
| 6M | +34.5% | +27.2% | +7.3% | -9.2% |
| YTD | +41.0% | +9.1% | +32.0% | +20.5% |
| 1Y | +52.0% | +18.1% | +34.0% | +14.9% |
| 3Y | +103.5% | +44.3% | +59.2% | +25.3% |
| 5Y | -22.5% | +45.7% | -68.2% | -46.5% |
| All | +74.7% | +138.7% | -64.0% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling