-40.9%
TSCO vs PRU
+19.0%
-59.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.2% |
| 30D | +5.5% | +2.7% | +2.7% | +4.5% |
| 3M | +20.0% | +19.5% | +0.5% | +13.5% |
| 6M | -29.8% | +26.6% | -56.4% | -34.4% |
| YTD | -28.7% | +12.3% | -41.0% | -32.7% |
| 1Y | -40.9% | +18.0% | -59.0% | -45.0% |
| All | -40.9% | +19.0% | -59.9% | -45.0% |
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