+295.4%
TRV vs PRU
+135.5%
+159.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +0.2% | -1.9% | +2.1% | +1.1% |
| 30D | -2.3% | -2.6% | +0.3% | -1.2% |
| 3M | +22.7% | +14.7% | +8.0% | +14.9% |
| 6M | +21.9% | +25.7% | -3.7% | +9.0% |
| YTD | +27.5% | +8.3% | +19.2% | +21.7% |
| 1Y | +36.2% | +17.3% | +18.9% | +25.0% |
| 3Y | +140.6% | +43.2% | +97.4% | +96.8% |
| 5Y | +154.5% | +43.5% | +111.0% | +104.0% |
| 10Y | +295.4% | +134.6% | +160.9% | +137.2% |
| All | +295.4% | +135.5% | +159.9% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling