+125.7%
TT vs PRU
+38.4%
+87.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.1% |
| 7D | -9.0% | +4.8% | -13.8% | -10.8% |
| 30D | -17.6% | +7.9% | -25.5% | -20.4% |
| 3M | -18.7% | +3.1% | -21.7% | -20.0% |
| 6M | -17.4% | +25.2% | -42.6% | -25.6% |
| YTD | +1.5% | +12.7% | -11.2% | -4.8% |
| 1Y | -9.4% | +23.5% | -32.9% | -18.6% |
| 3Y | +85.1% | +50.6% | +34.5% | +45.8% |
| 5Y | +125.7% | +40.9% | +84.9% | +81.1% |
| All | +125.7% | +38.4% | +87.3% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling