+322.0%
TSM vs PRU
+46.4%
+275.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +9.0% | +7.1% |
| 7D | -7.6% | +2.4% | -10.0% | -8.2% |
| 30D | -20.5% | +6.1% | -26.6% | -22.0% |
| 3M | -10.0% | -0.7% | -9.3% | -10.0% |
| 6M | -10.1% | +22.1% | -32.1% | -16.6% |
| YTD | +24.5% | +9.8% | +14.7% | +19.6% |
| 1Y | +31.2% | +19.4% | +11.8% | +21.8% |
| 3Y | +322.0% | +50.4% | +271.6% | +219.4% |
| All | +322.0% | +46.4% | +275.6% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling