-44.2%
TNA vs PRU
+41.4%
-85.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +5.6% |
| 7D | +2.3% | +3.2% | -0.9% | -2.9% |
| 30D | +1.4% | +7.9% | -6.6% | -11.3% |
| 3M | -21.1% | +1.8% | -22.9% | -24.1% |
| 6M | -9.4% | +24.1% | -33.5% | -39.4% |
| YTD | +29.6% | +12.4% | +17.3% | +2.4% |
| 1Y | +34.6% | +20.9% | +13.7% | -6.7% |
| 3Y | +155.9% | +55.5% | +100.4% | +20.2% |
| 5Y | -44.2% | +42.7% | -86.8% | -64.9% |
| All | -44.2% | +41.4% | -85.6% | -64.9% |
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