-11.1%
TTWO vs PRU
+18.5%
-29.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +1.3% | -3.8% | +5.2% | +2.5% |
| 30D | -13.4% | -2.0% | -11.4% | -12.9% |
| 3M | +3.1% | +14.0% | -10.9% | -0.4% |
| 6M | +3.8% | +27.2% | -23.5% | -3.1% |
| YTD | -15.3% | +9.1% | -24.3% | -17.6% |
| 1Y | -11.1% | +18.1% | -29.2% | -15.1% |
| All | -11.1% | +18.5% | -29.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling