+400.7%
TXN vs PRU
+138.7%
+262.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.4% |
| 7D | +2.0% | -3.8% | +5.8% | +3.7% |
| 30D | -8.0% | -2.0% | -6.0% | -7.3% |
| 3M | -7.8% | +14.0% | -21.7% | -13.3% |
| 6M | +32.4% | +27.2% | +5.2% | +18.2% |
| YTD | +51.7% | +9.1% | +42.6% | +44.5% |
| 1Y | +44.3% | +18.1% | +26.2% | +32.6% |
| 3Y | +71.3% | +44.3% | +27.0% | +43.7% |
| 5Y | +56.4% | +45.7% | +10.7% | +28.8% |
| All | +400.7% | +138.7% | +262.0% | +235.6% |
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