-8.9%
TOST vs PRU
+20.8%
-29.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.1% |
| 7D | +4.0% | +3.2% | +0.9% | +2.1% |
| 30D | +11.1% | +7.9% | +3.1% | +6.4% |
| 3M | +0.8% | +1.8% | -1.0% | -0.5% |
| 6M | +38.8% | +24.1% | +14.7% | +23.7% |
| YTD | -2.1% | +12.4% | -14.5% | -5.6% |
| All | -8.9% | +20.8% | -29.8% | -20.1% |
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