+36.2%
TRV vs PRU
+16.8%
+19.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +0.2% | -1.9% | +2.1% | +0.7% |
| 30D | -2.3% | -2.6% | +0.3% | -1.6% |
| 3M | +22.7% | +14.7% | +8.0% | +18.6% |
| 6M | +21.9% | +25.7% | -3.7% | +15.4% |
| YTD | +27.5% | +8.3% | +19.2% | +25.4% |
| 1Y | +36.2% | +17.3% | +18.9% | +28.4% |
| All | +36.2% | +16.8% | +19.4% | +28.4% |
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