+359.4%
TPR vs PRU
+98.4%
+261.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +6.4% | -2.8% | +9.2% | +8.6% |
| 30D | +13.8% | +8.5% | +5.2% | +6.2% |
| 3M | -16.6% | +1.7% | -18.4% | -18.5% |
| 6M | +0.7% | +24.8% | -24.1% | -16.8% |
| YTD | +5.3% | +13.3% | -7.9% | -6.7% |
| 1Y | +32.4% | +21.4% | +11.0% | +10.7% |
| 3Y | +406.4% | +54.8% | +351.6% | +233.3% |
| 5Y | +227.9% | +42.4% | +185.6% | +128.2% |
| All | +359.4% | +98.4% | +261.0% | +110.0% |
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