+256.1%
TPR vs PRU
+36.1%
+220.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.7% |
| 7D | +14.2% | +2.4% | +11.8% | +12.0% |
| 30D | +17.1% | +6.1% | +11.0% | +12.2% |
| 3M | -17.7% | -0.7% | -17.0% | -17.9% |
| 6M | -10.2% | +22.1% | -32.2% | -22.3% |
| YTD | +4.9% | +9.8% | -4.9% | -3.0% |
| 1Y | +36.1% | +19.4% | +16.8% | +18.5% |
| 3Y | +416.5% | +50.4% | +366.1% | +262.1% |
| All | +256.1% | +36.1% | +220.0% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling