-10.6%
BA vs PRU
+27.9%
-38.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +0.4% |
| 7D | +5.9% | +9.8% | -3.9% | +3.4% |
| 30D | -8.2% | +11.6% | -19.7% | -10.8% |
| 3M | -25.4% | +3.7% | -29.1% | -26.2% |
| 6M | -20.0% | +33.0% | -53.0% | -24.1% |
| YTD | -18.5% | +16.6% | -35.1% | -24.4% |
| 1Y | -10.6% | +26.9% | -37.6% | -15.5% |
| All | -10.6% | +27.9% | -38.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling