+42.4%
TRV vs PRU
+20.9%
+21.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +2.0% | +3.6% | -1.6% | +1.0% |
| 30D | +6.7% | +8.9% | -2.1% | +4.3% |
| 3M | +9.4% | +0.2% | +9.2% | +8.9% |
| 6M | +37.7% | +23.7% | +14.0% | +32.4% |
| YTD | +40.6% | +13.7% | +26.8% | +36.2% |
| 1Y | +42.4% | +20.6% | +21.8% | +36.1% |
| All | +42.4% | +20.9% | +21.5% | +36.1% |
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 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