+36.0%
TSM vs PRU
+27.9%
+8.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.8% | -2.1% |
| 7D | -10.0% | +9.8% | -19.7% | -9.8% |
| 30D | -18.5% | +11.6% | -30.1% | -18.5% |
| 3M | -4.9% | +3.7% | -8.6% | -4.4% |
| 6M | -1.0% | +33.0% | -33.9% | -5.0% |
| YTD | +31.3% | +16.6% | +14.7% | +28.0% |
| 1Y | +36.0% | +26.9% | +9.1% | +31.7% |
| All | +36.0% | +27.9% | +8.1% | +31.7% |
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