+2,205.6%
TTWO vs PRU
+814.1%
+1,391.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.7% | -2.8% | +13.6% | +11.5% |
| 30D | +10.8% | +8.5% | +2.3% | +8.2% |
| 3M | -7.7% | +1.7% | -9.4% | -8.2% |
| 6M | +4.4% | +24.8% | -20.3% | -2.0% |
| YTD | -9.7% | +13.3% | -22.9% | -13.1% |
| 1Y | -3.9% | +21.4% | -25.3% | -9.4% |
| 3Y | +56.4% | +54.8% | +1.6% | +36.2% |
| 5Y | +24.6% | +42.4% | -17.8% | +9.9% |
| 10Y | +382.4% | +98.4% | +284.0% | +253.3% |
| All | +2,205.6% | +814.1% | +1,391.4% | +779.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling