-43.8%
TOST vs PRU
+57.0%
-100.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +1.8% |
| 7D | +11.6% | +4.8% | +6.8% | +7.8% |
| 30D | +16.2% | +7.9% | +8.4% | +9.9% |
| 3M | +1.0% | +3.1% | -2.1% | -1.3% |
| 6M | +23.2% | +25.2% | -2.0% | +3.4% |
| YTD | -1.0% | +12.7% | -13.7% | -10.2% |
| 1Y | -9.9% | +23.5% | -33.4% | -23.9% |
| 3Y | +101.0% | +50.6% | +50.4% | +40.0% |
| 5Y | -40.4% | +40.9% | -81.3% | -57.7% |
| All | -43.8% | +57.0% | -100.8% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling