+87.9%
TRGP vs PRU
+27.9%
+60.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.6% | -11.1% | -3.8% |
| 7D | -6.5% | +9.8% | -16.2% | -5.6% |
| 30D | -0.4% | +11.6% | -12.0% | +0.4% |
| 3M | +8.8% | +3.7% | +5.1% | +9.8% |
| 6M | +11.0% | +33.0% | -22.0% | +11.1% |
| YTD | +57.4% | +16.6% | +40.8% | +56.3% |
| 1Y | +87.9% | +26.9% | +60.9% | +81.2% |
| All | +87.9% | +27.9% | +60.0% | +81.2% |
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 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