+409.5%
TRGP vs PRU
+36.1%
+373.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -1.3% |
| 7D | -16.0% | +2.4% | -18.4% | -17.3% |
| 30D | -6.4% | +6.1% | -12.6% | -9.8% |
| 3M | -1.0% | -0.7% | -0.2% | -1.3% |
| 6M | +7.0% | +22.1% | -15.1% | -5.5% |
| YTD | +46.1% | +9.8% | +36.3% | +35.8% |
| 1Y | +58.7% | +19.4% | +39.3% | +39.8% |
| 3Y | +221.9% | +50.4% | +171.5% | +139.1% |
| All | +409.5% | +36.1% | +373.4% | +289.7% |
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 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