-23.1%
BA vs PRU
+38.4%
-61.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -0.6% |
| 7D | -0.1% | +4.8% | -4.9% | -2.9% |
| 30D | -9.1% | +7.9% | -17.0% | -13.2% |
| 3M | -28.2% | +3.1% | -31.3% | -29.6% |
| 6M | -23.1% | +25.2% | -48.3% | -33.0% |
| YTD | -20.6% | +12.7% | -33.3% | -26.9% |
| 1Y | -12.7% | +23.5% | -36.2% | -24.4% |
| 3Y | -11.6% | +50.6% | -62.1% | -36.4% |
| 5Y | -23.1% | +40.9% | -64.0% | -42.1% |
| All | -23.1% | +38.4% | -61.6% | -42.1% |
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 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