-17.4%
TOST vs PRU
+19.0%
-36.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | -3.4% | +1.9% | -5.3% | -4.3% |
| 30D | -2.4% | +2.7% | -5.2% | -3.8% |
| 3M | +34.6% | +19.5% | +15.2% | +22.9% |
| 6M | +15.2% | +26.6% | -11.4% | +0.8% |
| YTD | -4.4% | +12.3% | -16.7% | -8.5% |
| 1Y | -17.4% | +18.0% | -35.5% | -25.6% |
| All | -17.4% | +19.0% | -36.4% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling