+199.2%
TSCO vs PRU
+98.4%
+100.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +0.4% | -2.8% | +3.3% | +1.2% |
| 30D | +9.8% | +8.5% | +1.3% | +7.4% |
| 3M | +4.8% | +1.7% | +3.1% | +4.3% |
| 6M | +23.3% | +24.8% | -1.5% | +15.8% |
| YTD | -25.1% | +13.3% | -38.4% | -28.0% |
| 1Y | -32.7% | +21.4% | -54.1% | -36.5% |
| 3Y | -2.0% | +54.8% | -56.8% | -14.4% |
| 5Y | -7.8% | +42.4% | -50.2% | -18.6% |
| All | +199.2% | +98.4% | +100.7% | +136.1% |
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 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