+1,598.5%
TSM vs PRU
+107.2%
+1,491.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -2.1% | +3.8% | -5.8% | -3.4% |
| 30D | -12.5% | +9.0% | -21.6% | -15.4% |
| 3M | -5.0% | +2.1% | -7.1% | -6.1% |
| 6M | -3.2% | +25.4% | -28.6% | -11.7% |
| YTD | +31.5% | +13.5% | +18.0% | +24.0% |
| 1Y | +35.7% | +21.3% | +14.4% | +24.7% |
| 3Y | +323.5% | +55.1% | +268.4% | +249.2% |
| 5Y | +263.4% | +43.6% | +219.8% | +205.5% |
| 10Y | +1,598.5% | +99.2% | +1,499.3% | +1,204.6% |
| All | +1,598.5% | +107.2% | +1,491.3% | +1,204.6% |
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 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