+185.6%
TSCO vs PRU
+138.7%
+46.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -3.1% | -3.8% | +0.7% | -2.1% |
| 30D | -4.4% | -2.0% | -2.3% | -3.9% |
| 3M | +9.7% | +14.0% | -4.3% | +5.7% |
| 6M | -32.4% | +27.2% | -59.7% | -36.8% |
| YTD | -31.7% | +9.1% | -40.7% | -33.6% |
| 1Y | -41.3% | +18.1% | -59.3% | -44.2% |
| 3Y | -18.3% | +44.3% | -62.6% | -27.3% |
| 5Y | -10.3% | +45.7% | -56.0% | -21.3% |
| All | +185.6% | +138.7% | +46.9% | +122.9% |
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