-84.6%
TTD vs PRU
+41.9%
-126.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | +20.8% | 0.0% | +20.8% | +21.0% |
| 30D | +27.1% | +7.9% | +19.2% | +19.8% |
| 3M | +14.7% | +0.9% | +13.8% | +14.2% |
| 6M | -26.8% | +22.4% | -49.2% | -37.5% |
| YTD | -59.2% | +12.7% | -71.9% | -63.0% |
| 1Y | -64.7% | +19.6% | -84.3% | -69.6% |
| 3Y | -75.8% | +54.0% | -129.8% | -84.6% |
| 5Y | -84.6% | +41.0% | -125.6% | -88.8% |
| All | -84.6% | +41.9% | -126.5% | -88.8% |
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 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