-83.3%
TTD vs PRU
+46.4%
-129.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +2.6% |
| 7D | +5.2% | +2.4% | +2.8% | +3.5% |
| 30D | +6.9% | +6.1% | +0.8% | +3.1% |
| 3M | -26.8% | -0.7% | -26.1% | -26.4% |
| 6M | -46.1% | +22.1% | -68.2% | -52.0% |
| YTD | -65.9% | +9.8% | -75.7% | -67.8% |
| 1Y | -71.8% | +19.4% | -91.2% | -74.7% |
| 3Y | -83.3% | +50.4% | -133.7% | -87.0% |
| All | -83.3% | +46.4% | -129.7% | -87.0% |
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