+383.3%
TPR vs PRU
+107.2%
+276.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -1.1% |
| 7D | +12.1% | +3.8% | +8.3% | +8.3% |
| 30D | +16.7% | +9.0% | +7.6% | +8.5% |
| 3M | -17.4% | +2.1% | -19.5% | -19.5% |
| 6M | +2.3% | +25.4% | -23.1% | -15.8% |
| YTD | +7.1% | +13.5% | -6.4% | -5.3% |
| 1Y | +29.5% | +21.3% | +8.2% | +8.3% |
| 3Y | +415.0% | +55.1% | +359.9% | +238.4% |
| 5Y | +261.5% | +43.6% | +217.9% | +149.9% |
| 10Y | +383.3% | +99.2% | +284.1% | +119.8% |
| All | +383.3% | +107.2% | +276.1% | +119.8% |
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 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