+4,943.2%
TPR vs PRU
+809.8%
+4,133.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.6% |
| 7D | +13.9% | +4.8% | +9.1% | +11.2% |
| 30D | +14.9% | +7.9% | +7.1% | +10.8% |
| 3M | -15.4% | +3.1% | -18.5% | -16.9% |
| 6M | -4.5% | +25.2% | -29.7% | -14.4% |
| YTD | +6.0% | +12.7% | -6.8% | -0.6% |
| 1Y | +24.3% | +23.5% | +0.8% | +11.7% |
| 3Y | +412.8% | +50.6% | +362.2% | +317.3% |
| 5Y | +258.4% | +40.9% | +217.6% | +202.0% |
| 10Y | +396.8% | +125.5% | +271.4% | +247.9% |
| All | +4,943.2% | +809.8% | +4,133.3% | +1,183.7% |
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