+356.2%
TPR vs PRU
+99.2%
+257.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -0.3% | +3.6% | -3.9% | -3.1% |
| 30D | +15.1% | +8.9% | +6.2% | +7.1% |
| 3M | +3.5% | +0.2% | +3.3% | +2.8% |
| 6M | +0.4% | +23.7% | -23.3% | -16.4% |
| YTD | +4.6% | +13.7% | -9.1% | -7.7% |
| 1Y | +33.1% | +20.6% | +12.5% | +11.8% |
| 3Y | +396.0% | +56.3% | +339.6% | +223.8% |
| 5Y | +230.3% | +42.3% | +187.9% | +130.0% |
| All | +356.2% | +99.2% | +257.0% | +107.8% |
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