+31.2%
TSM vs PRU
+19.8%
+11.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +9.0% | +6.4% |
| 7D | -7.6% | +2.4% | -10.0% | -7.2% |
| 30D | -20.5% | +6.1% | -26.6% | -20.4% |
| 3M | -10.0% | -0.7% | -9.3% | -9.5% |
| 6M | -10.1% | +22.1% | -32.1% | -13.0% |
| YTD | +24.5% | +9.8% | +14.7% | +21.7% |
| 1Y | +31.2% | +19.4% | +11.8% | +27.1% |
| All | +31.2% | +19.8% | +11.4% | +27.1% |
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