+103.2%
TOST vs PRU
+46.4%
+56.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +0.3% |
| 7D | +9.4% | +2.4% | +7.0% | +7.7% |
| 30D | +13.5% | +6.1% | +7.4% | +9.2% |
| 3M | -0.1% | -0.7% | +0.6% | +0.2% |
| 6M | +22.5% | +22.1% | +0.4% | +6.8% |
| YTD | -2.4% | +9.8% | -12.1% | -8.5% |
| 1Y | -4.7% | +19.4% | -24.1% | -15.7% |
| 3Y | +103.2% | +50.4% | +52.9% | +28.2% |
| All | +103.2% | +46.4% | +56.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling