+388.2%
TTWO vs PRU
+97.4%
+290.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +13.3% | +7.9% | +5.4% | +11.5% |
| 3M | -6.6% | +0.9% | -7.5% | -6.8% |
| 6M | +0.4% | +22.4% | -21.9% | -3.7% |
| YTD | -11.4% | +12.7% | -24.1% | -13.7% |
| 1Y | -5.6% | +19.6% | -25.2% | -9.2% |
| 3Y | +53.5% | +54.0% | -0.5% | +39.5% |
| 5Y | +20.8% | +41.0% | -20.2% | +10.8% |
| All | +388.2% | +97.4% | +290.8% | +316.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling