-82.3%
TTD vs PRU
+47.2%
-129.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.8% |
| 7D | +6.3% | +1.9% | +4.5% | +5.2% |
| 30D | -23.9% | +2.7% | -26.6% | -25.1% |
| 3M | -31.4% | +19.5% | -50.8% | -38.1% |
| 6M | -42.7% | +26.6% | -69.3% | -50.2% |
| YTD | -62.0% | +12.3% | -74.3% | -64.6% |
| 1Y | -72.2% | +18.0% | -90.3% | -75.0% |
| All | -82.3% | +47.2% | -129.4% | -86.8% |
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