+19.3%
TPR vs PRU
+27.9%
-8.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.0% | +0.7% |
| 7D | +12.6% | +9.8% | +2.9% | +8.2% |
| 30D | +7.1% | +11.6% | -4.4% | +2.3% |
| 3M | -19.4% | +3.7% | -23.0% | -21.0% |
| 6M | -9.7% | +33.0% | -42.7% | -20.3% |
| YTD | -1.0% | +16.6% | -17.6% | -8.4% |
| 1Y | +19.3% | +26.9% | -7.6% | +6.8% |
| All | +19.3% | +27.9% | -8.6% | +6.8% |
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