+11,558.9%
TSCO vs PRU
+806.6%
+10,752.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +0.8% | +1.9% | -1.1% | +0.3% |
| 30D | +5.5% | +2.7% | +2.7% | +4.7% |
| 3M | +20.0% | +19.5% | +0.5% | +14.4% |
| 6M | -29.8% | +26.6% | -56.4% | -34.0% |
| YTD | -28.7% | +12.3% | -41.0% | -31.1% |
| 1Y | -40.9% | +18.0% | -59.0% | -43.7% |
| 3Y | -15.9% | +47.0% | -63.0% | -25.0% |
| 5Y | -3.5% | +48.4% | -51.9% | -15.2% |
| 10Y | +142.2% | +142.4% | -0.2% | +76.0% |
| All | +11,558.9% | +806.6% | +10,752.3% | +3,785.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling