+2,174.7%
TRGP vs PRU
+319.0%
+1,855.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.5% |
| 7D | +0.8% | +1.9% | -1.1% | -0.6% |
| 30D | +11.5% | +2.7% | +8.8% | +9.3% |
| 3M | +9.0% | +19.5% | -10.5% | -4.1% |
| 6M | +20.5% | +26.6% | -6.1% | +1.1% |
| YTD | +59.5% | +12.3% | +47.2% | +44.1% |
| 1Y | +77.9% | +18.0% | +59.9% | +55.0% |
| 3Y | +253.6% | +47.0% | +206.6% | +157.7% |
| 5Y | +615.5% | +48.4% | +567.0% | +407.2% |
| 10Y | +897.1% | +142.4% | +754.7% | +434.3% |
| All | +2,174.7% | +319.0% | +1,855.7% | +809.1% |
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