+1,327.7%
TXN vs PRU
+806.6%
+521.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.1% |
| 7D | -0.1% | +1.9% | -1.9% | -0.7% |
| 30D | -6.9% | +2.7% | -9.7% | -7.8% |
| 3M | -14.9% | +19.5% | -34.4% | -19.8% |
| 6M | +29.0% | +26.6% | +2.4% | +19.2% |
| YTD | +51.5% | +12.3% | +39.1% | +45.1% |
| 1Y | +41.6% | +18.0% | +23.5% | +33.4% |
| 3Y | +65.8% | +47.0% | +18.8% | +45.8% |
| 5Y | +56.8% | +48.4% | +8.4% | +36.3% |
| 10Y | +387.5% | +142.4% | +245.0% | +247.9% |
| All | +1,327.7% | +806.6% | +521.2% | +245.1% |
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 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