+17.4%
TPR vs PRU
+19.0%
-1.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | +1.9% | -4.2% | -3.0% |
| 30D | -23.0% | +2.7% | -25.7% | -24.0% |
| 3M | -12.5% | +19.5% | -31.9% | -19.0% |
| 6M | -21.4% | +26.6% | -48.1% | -29.2% |
| YTD | -3.5% | +12.3% | -15.9% | -9.0% |
| 1Y | +17.4% | +18.0% | -0.7% | +7.4% |
| All | +17.4% | +19.0% | -1.6% | +7.4% |
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