+1,643.1%
TSM vs PRU
+99.2%
+1,543.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +6.2% | +3.6% | +2.6% | +4.9% |
| 30D | -7.3% | +8.9% | -16.1% | -10.3% |
| 3M | -7.1% | +0.2% | -7.3% | -7.6% |
| 6M | +0.2% | +23.7% | -23.5% | -8.1% |
| YTD | +32.2% | +13.7% | +18.5% | +24.6% |
| 1Y | +42.8% | +20.6% | +22.2% | +31.5% |
| 3Y | +330.4% | +56.3% | +274.1% | +253.8% |
| 5Y | +263.9% | +42.3% | +221.6% | +206.8% |
| All | +1,643.1% | +99.2% | +1,543.8% | +1,200.2% |
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