+1,100.7%
TNA vs PRU
+1,188.2%
-87.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.9% |
| 7D | -2.1% | -2.8% | +0.7% | +1.6% |
| 30D | +3.1% | +8.5% | -5.4% | -6.2% |
| 3M | -20.2% | +1.7% | -21.9% | -21.9% |
| 6M | -10.0% | +24.8% | -34.8% | -31.1% |
| YTD | +30.3% | +13.3% | +17.1% | +11.9% |
| 1Y | +31.1% | +21.4% | +9.7% | +4.1% |
| 3Y | +149.4% | +54.8% | +94.6% | +65.8% |
| 5Y | -42.5% | +42.4% | -84.8% | -51.9% |
| 10Y | +46.7% | +98.4% | -51.7% | +19.2% |
| All | +1,100.7% | +1,188.2% | -87.5% | +113.8% |
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