-19.2%
TNA vs PRU
+45.5%
-64.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +2.4% |
| 7D | +4.1% | +1.9% | +2.2% | +0.5% |
| 30D | -7.6% | -0.4% | -7.2% | -7.3% |
| 3M | +8.1% | +16.4% | -8.3% | -18.5% |
| 6M | +49.0% | +26.0% | +23.0% | -2.7% |
| YTD | +51.7% | +9.9% | +41.8% | +25.1% |
| 1Y | +59.6% | +18.8% | +40.8% | +14.5% |
| 3Y | +118.9% | +45.4% | +73.5% | +18.5% |
| 5Y | -19.2% | +45.6% | -64.7% | -50.9% |
| All | -19.2% | +45.5% | -64.7% | -50.9% |
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 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