-85.4%
TTD vs PRU
+36.1%
-121.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.6% | +3.0% |
| 7D | +5.2% | +2.4% | +2.8% | +3.0% |
| 30D | +6.9% | +6.1% | +0.8% | +2.0% |
| 3M | -26.8% | -0.7% | -26.1% | -26.4% |
| 6M | -46.1% | +22.1% | -68.2% | -54.0% |
| YTD | -65.9% | +9.8% | -75.7% | -68.5% |
| 1Y | -71.8% | +19.4% | -91.2% | -75.7% |
| 3Y | -83.3% | +50.4% | -133.7% | -89.1% |
| All | -85.4% | +36.1% | -121.6% | -89.1% |
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