+85.8%
TT vs PRU
+50.4%
+35.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.5% |
| 7D | -9.0% | +4.8% | -13.8% | -10.2% |
| 30D | -17.6% | +7.9% | -25.5% | -19.6% |
| 3M | -18.7% | +3.1% | -21.7% | -19.5% |
| 6M | -17.4% | +25.2% | -42.6% | -23.7% |
| YTD | +1.5% | +12.7% | -11.2% | -3.1% |
| 1Y | -9.4% | +23.5% | -32.9% | -16.6% |
| All | +85.8% | +50.4% | +35.4% | +57.7% |
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