+78.4%
TXN vs PRU
+41.4%
+37.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.3% | +5.5% |
| 7D | -2.1% | +3.2% | -5.3% | -3.5% |
| 30D | +4.7% | +7.9% | -3.2% | +0.8% |
| 3M | +3.9% | +1.8% | +2.1% | +2.7% |
| 6M | +3.8% | +24.1% | -20.4% | -7.8% |
| YTD | +74.2% | +12.4% | +61.8% | +62.2% |
| 1Y | +88.2% | +20.9% | +67.3% | +68.4% |
| 3Y | +124.0% | +55.5% | +68.5% | +75.2% |
| 5Y | +78.4% | +42.7% | +35.7% | +45.9% |
| All | +78.4% | +41.4% | +37.0% | +45.9% |
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 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