+1,502.2%
TSM vs PRU
+115.4%
+1,386.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.7% |
| 7D | -2.5% | +3.2% | -5.7% | -3.7% |
| 30D | -14.3% | +7.9% | -22.2% | -16.8% |
| 3M | -7.2% | +1.8% | -9.0% | -8.2% |
| 6M | -5.1% | +24.1% | -29.3% | -13.1% |
| YTD | +28.9% | +12.4% | +16.5% | +22.1% |
| 1Y | +37.1% | +20.9% | +16.2% | +26.2% |
| 3Y | +341.5% | +55.5% | +286.0% | +264.2% |
| 5Y | +245.7% | +42.7% | +203.0% | +191.7% |
| 10Y | +1,502.2% | +106.1% | +1,396.1% | +1,212.3% |
| All | +1,502.2% | +115.4% | +1,386.8% | +1,212.3% |
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