+989.4%
TNA vs PRU
+1,148.4%
-159.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +5.8% |
| 7D | -7.0% | +2.4% | -9.4% | -9.5% |
| 30D | -6.4% | +6.1% | -12.6% | -12.8% |
| 3M | -25.7% | -0.7% | -24.9% | -25.3% |
| 6M | -19.7% | +22.1% | -41.8% | -37.0% |
| YTD | +18.3% | +9.8% | +8.5% | +5.1% |
| 1Y | +24.6% | +19.4% | +5.2% | +0.8% |
| 3Y | +112.8% | +50.4% | +62.5% | +46.2% |
| 5Y | -49.5% | +37.2% | -86.7% | -56.0% |
| 10Y | +76.4% | +119.5% | -43.2% | +30.7% |
| All | +989.4% | +1,148.4% | -159.0% | +100.9% |
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