+4,491.0%
TPR vs PRU
+806.6%
+3,684.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -2.3% | +1.9% | -4.2% | -3.2% |
| 30D | -23.0% | +2.7% | -25.7% | -24.1% |
| 3M | -12.5% | +19.5% | -31.9% | -19.7% |
| 6M | -21.4% | +26.6% | -48.1% | -29.9% |
| YTD | -3.5% | +12.3% | -15.9% | -9.3% |
| 1Y | +17.4% | +18.0% | -0.7% | +7.7% |
| 3Y | +291.3% | +47.0% | +244.2% | +222.3% |
| 5Y | +241.9% | +48.4% | +193.5% | +181.8% |
| 10Y | +322.7% | +142.4% | +180.2% | +188.5% |
| All | +4,491.0% | +806.6% | +3,684.4% | +1,072.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling