-44.5%
TOST vs PRU
+52.9%
-97.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.5% |
| 7D | +9.4% | +2.4% | +7.0% | +7.5% |
| 30D | +13.5% | +6.1% | +7.4% | +8.6% |
| 3M | -0.1% | -0.7% | +0.6% | +0.3% |
| 6M | +22.5% | +22.1% | +0.4% | +4.7% |
| YTD | -2.4% | +9.8% | -12.1% | -9.7% |
| 1Y | -4.7% | +19.4% | -24.1% | -17.4% |
| 3Y | +103.2% | +50.4% | +52.9% | +41.3% |
| 5Y | -41.2% | +37.2% | -78.4% | -57.4% |
| All | -44.5% | +52.9% | -97.5% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling