+24.6%
TTWO vs PRU
+43.3%
-18.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.7% | -2.8% | +13.6% | +11.8% |
| 30D | +10.8% | +8.5% | +2.3% | +7.5% |
| 3M | -7.7% | +1.7% | -9.4% | -8.4% |
| 6M | +4.4% | +24.8% | -20.3% | -3.7% |
| YTD | -9.7% | +13.3% | -22.9% | -14.0% |
| 1Y | -3.9% | +21.4% | -25.3% | -10.9% |
| 3Y | +56.4% | +54.8% | +1.6% | +27.7% |
| 5Y | +24.6% | +42.4% | -17.8% | +4.5% |
| All | +24.6% | +43.3% | -18.7% | +4.5% |
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