+258.4%
TPR vs PRU
+38.4%
+220.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +9.2% |
| 7D | +13.9% | +4.8% | +9.1% | +10.0% |
| 30D | +14.9% | +7.9% | +7.1% | +9.0% |
| 3M | -15.4% | +3.1% | -18.5% | -17.6% |
| 6M | -4.5% | +25.2% | -29.7% | -18.7% |
| YTD | +6.0% | +12.7% | -6.8% | -3.7% |
| 1Y | +24.3% | +23.5% | +0.8% | +5.8% |
| 3Y | +412.8% | +50.6% | +362.2% | +260.4% |
| 5Y | +258.4% | +40.9% | +217.6% | +166.0% |
| All | +258.4% | +38.4% | +220.0% | +166.0% |
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 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