-44.4%
TOST vs PRU
+56.5%
-100.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.4% |
| 7D | +4.0% | +3.2% | +0.9% | +1.5% |
| 30D | +11.1% | +7.9% | +3.1% | +5.0% |
| 3M | +0.8% | +1.8% | -1.0% | -0.6% |
| 6M | +38.8% | +24.1% | +14.7% | +17.5% |
| YTD | -2.1% | +12.4% | -14.5% | -11.1% |
| 1Y | -6.0% | +20.9% | -26.9% | -19.3% |
| 3Y | +149.8% | +55.5% | +94.3% | +69.4% |
| 5Y | -42.8% | +42.7% | -85.4% | -59.1% |
| All | -44.4% | +56.5% | -100.9% | -59.9% |
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 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