+5,795.6%
TSM vs PRU
+809.8%
+4,985.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.3% | -7.5% | -9.7% |
| 7D | -18.2% | +4.8% | -23.0% | -19.5% |
| 30D | -26.8% | +7.9% | -34.6% | -28.8% |
| 3M | -14.5% | +3.1% | -17.6% | -15.6% |
| 6M | -10.0% | +25.2% | -35.2% | -17.2% |
| YTD | +17.1% | +12.7% | +4.4% | +11.3% |
| 1Y | +21.5% | +23.5% | -2.0% | +12.0% |
| 3Y | +300.4% | +50.6% | +249.8% | +241.1% |
| 5Y | +224.7% | +40.9% | +183.8% | +180.7% |
| 10Y | +1,372.7% | +125.5% | +1,247.2% | +912.6% |
| All | +5,795.6% | +809.8% | +4,985.7% | +1,113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling