-14.0%
TSCO vs PRU
+46.6%
-60.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.6% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | +17.9% | +16.4% | +1.5% | +11.9% |
| 6M | -28.6% | +26.0% | -54.6% | -33.8% |
| YTD | -28.0% | +9.9% | -38.0% | -30.8% |
| 1Y | -39.9% | +18.8% | -58.6% | -43.7% |
| 3Y | -14.0% | +45.3% | -59.3% | -29.5% |
| All | -14.0% | +46.6% | -60.6% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling